The invention provides a multi-cavity rotary type inter-wall heat exchanger for semi-coke and coal. The heat exchange comprises a rotary cylinder which is inclined and has a feed end higher than a discharge end thereof; the feeding end of the rotary cylinder is connected with the semi-coke distributing box, a kiln box and a feeding screw in sequence, and the feed screw is connected with the semi-coke distributing box through the kiln box, the semi-coke distributing box is arranged in the rotary cylinder, and the kiln box is provided with a down chute; the discharge end of the rotary cylinder is connected with the kiln tail box and the semi-coke aggregate box in sequence, and the semi-coke collecting box is located inside the rotary cylinder through the kiln tail box and extends externally; the semi-coke collecting box is connected with the semi-coke discharge box after extending out of the rotary cylinder; the rotary cylinder is provided with an actuator. In the invention, the semi-coke and the coal respectively pass through different channels to realize the heat transfer between the walls. After passing the equipment, the semi-coke has been cooled, and coal is partially dehydrated to achieve partial drying, while the temperature will increase to some extent.