The invention discloses an emergency shut-down protection method for a catalyst during a coal ethylene glycol dehydrogenation purification process. The catalyst is a PdO-CeO2/Al2O3 catalyst. The protection method is carried out in a coal ethylene glycol dehydrogenation purification catalyst reaction device. The method comprises the following steps of when emergency shut-down protection is required for emergency, firstly cutting off an O2 air inlet circuit so as to prevent continuous oxidation heat liberation reaction in a dehydrogenation purification reactor; stopping preheating reaction materials; feeding reaction materials with normal temperature for transferring heat; feeding a low-temperature heat transfer medium for quickly cooling; meanwhile, feeding inert gases for gradually reducing airspeed of CO raw material gases; after cooling, using the inert gases for protecting. The activity of the catalyst treated through the protection method is equivalent to the activity of the catalyst before emergency. Compared with the prior art, the emergency shut-down protection method for the catalyst during the coal ethylene glycol dehydrogenation purification process has the characteristics of simplicity in operation, less material consumption, low energy consumption, no influence on other process units of coal ethylene glycol, and particular suitability for industrial devices.