PM2.5 particle in atmosphere, which is harmful to the people’s health, has been drawing more and more attention. The emission amount of PM2.5 from thermal power plants covers about 10% of total output by human activities. Bag filter has high capture efficiency for PM2.5, and electrostatic precipitator(ESP) could increase its collecting efficiency for PM2.5 by selecting proper power facilities and specific collecting area. It is shown by laboratory tests that the capture efficiency for two types of dust collector could be up to 90%. Besides of using high-efficient dust collector, measurements such as decreasing emission of NOx and SO2 are effective and necessary to reduce PM2.5 output from power plant.