Dry magnetic separation of different sizes of Yiluo fine coal was carried out to purify deleterious elements. It was found that dry magnetic separation can effectively reduce a variety of harmful trace elements in raw coal. Regardless of coal particle size, the rejection efficiency of Cd, Hg, As, and Mn is 39.07%-57.16%, 33.89%-49.94%, 30.49%-47.52%, and 27.10%-52.28%, respectively. Relatively high removal efficiency of Pb, Cu, and Se is obtained, which is 26.23%-35.32%, 27.25%-39.41%, and 25.05%-32.84%, respectively. Moreover, the results show that sulfur rejection of 33.87% and reductions in ash of 41.19% are obtained with particle size of 80-120 mesh, while the combustible recovery reaches 83.68%.