Pulverized coal fineness is one of the key parameters in the operation of coal-fired power plant, which is closely related to the combustion efficiency of boiler, power consumption of pulverizing system and equipment wear. In this paper, an experimental study on on-line monitoring of pulverized coal fineness by digital holography was carried out. An on-line measurement system based on pulse digital in-line holography was established. The system included four main parts: sampling, measuring, collecting and data processing. The measurement system was applied to the pulverized coal fineness monitoring in two primary air pipes of a 300 MW unit. The pulverized coal flow in the two pipes were from two different mills. The self-developed reconstruction software was used to process the holograms in real time and output the fineness results. The pulverized coal samples collected by the system were sieved in the laboratory, and the sieving results were compared with the holographic results to verify the feasibility and accuracy of the measurement system. Results show that the holographic results of area distribution are basically consistent with the sieving results, and the average absolute deviation is less than 4%. The test also diagnose that the coal fineness of one mill deviates greatly from the designed value, proving that the measurement system has great application potential for on-line monitoring of pulverized coal fineness in coal-fired power plants.