A process for optimized combination of purification and separation of MTO reaction gas containing catalyst fine powder, comprising (a) scrubbing, purifying and cooling the MTO reaction gas containing catalyst fine powder by spray scrubbing with atomized liquid drops or dynawave scrubbing, and separating and recovering the mist entrained in the scrubbed reaction gas before it leaves the water scrubbing tower and the catalyst fine powder that is not scrubbed off by using a cyclone tube or a cyclone plate, so as to purify the reaction gas containing catalyst fine powder; (b) subjecting the scrubbing water containing catalyst after the scrubbing to solid-liquid separation in a sealed enclosure by micro-cyclone separation or filtration separation, so as to remove the catalyst particles in the scrubbing water, wherein the solid content of the scrubbing liquid before separation is 30-400 mg/L, and after separation is 10-50 mg/L and wherein the scrubbing liquid containing catalyst fine powder after separation is 1-10 vol.% of the flow of the scrubbing liquid containing catalyst fine powder; (c) treating the purified scrubbing water after the solid-liquid separation by removing methanol by subsequent heat exchange, stripping and cooling in subsequent devices and then recycling the liquid, so as to ensure the continuous and steady operation of subsequent heat exchangers and strippers; (d) further concentrating the concentrated liquid containing catalyst after the solid-liquid separation, so as to obtain higher concentration of catalyst slurry; (e) treating the further concentrated catalyst slurry by drying or centrifugal dewatering, so as to recover the catalyst fine powder in solid form; (f) sending the reaction gas generated by drying to a torch for burning or recovering it by condensation in a condenser; and (g) sending the purified scrubbing water generated in the process of centrifugal dewatering to the water scrubbing tower for repeated use. (a) scrubbing, purifying and cooling the MTO reaction gas containing catalyst fine powder by spray scrubbing with atomized liquid drops or dynawave scrubbing, and separating and recovering the mist entrained in the scrubbed reaction gas before it leaves the water scrubbing tower and the catalyst fine powder that is not scrubbed off by using a cyclone tube or a cyclone plate, so as to purify the reaction gas containing catalyst fine powder; (b) subjecting the scrubbing water containing catalyst after the scrubbing to solid-liquid separation in a sealed enclosure by micro-cyclone separation or filtration separation, so as to remove the catalyst particles in the scrubbing water, wherein the solid content of the scrubbing liquid before separation is 30-400 mg/L, and after separation is 10-50 mg/L and wherein the scrubbing liquid containing catalyst fine powder after separation is 1-10 vol.% of the flow of the scrubbing liquid containing catalyst fine powder; (c) treating the purified scrubbing water after the solid-liquid separation by removing methanol by subsequent heat exchange, stripping and cooling in subsequent devices and then recycling the liquid, so as to ensure the continuous and steady operation of subsequent heat exchangers and strippers; (d) further concentrating the concentrated liquid containing catalyst after the solid-liquid separation, so as to obtain higher concentration of catalyst slurry; (e) treating the further concentrated catalyst slurry by drying or centrifugal dewatering, so as to recover the catalyst fine powder in solid form; (f) sending the reaction gas generated by drying to a torch for burning or recovering it by condensation in a condenser; and (g) sending the purified scrubbing water generated in the process of centrifugal dewatering to the water scrubbing tower for repeated use.