The goal of this study was to evaluate the performance of a moving granular bed filter designed for cold test to filter coal particulates. A series of experiments were carried out at room temperature to demonstrate the collection efficiency of this method of filtration technology (i.e., the moving granular bed filter) at different filtration superficial velocities and mass flow rates of filter granules but with a fixed inlet dust concentration. The dynamic characteristics of the filter system were evaluated by measuring variations in the outlet concentration and size distribution of dust particulates. The collection mechanisms of the filter granules in the moving granular bed filter were also studied. Experimental results showed that the collection efficiency could be enhanced by using a filtration superficial velocity of 30 cm/s and mass flow rate of 450 g/min. The results of this study indicate this type of method could be useful for application in different cross-flow filter systems for gas cleanup. The focus in the current study is essentially the development of a moving granular bed filter that could be applied in a high-temperature environment. The results are expected to serve as the basis for future research.