The invention discloses a rotary air preheater of a coal-fired generator set. The rotary air preheater of the coal-fired generator set comprises a heat conducting rotary disk, smoke bin, high-pressure air bin and low-pressure air bin, wherein the smoke bin, the high-pressure air bin and the low-pressure air bin are sequentially arranged in the circumferential direction side by side. The heat conducting rotary disk rotates continuously and can circularly and sequentially pass through the smoke bin, the high-pressure air bin and the low-pressure air bin. An outlet of the high-pressure air bin communicates with an inlet of the low-pressure air bin. In the rotary air preheater, a low-and-medium pressure air bin in the low-pressure air bin introduces part of heated high-pressure air from the high-pressure air bin, so that the wind force is guaranteed, and additional application of a draught fan is avoided; and therefore, the overall size and cost are reduced. The rotary air preheater of the coal-fired generator set can effectively solve the problem that in the prior art, a rotary air preheater is large in size and cost. The invention further discloses the coal-fired generator set comprising the rotary air preheater.