China's air pollution is closely related to its coal-dominated energy structure. As the largest coal-consuming and pollution-releasing sector in China, coal-fired power plants have been playing an important role on air pollution control. A cost-effectiveness analysis of pollution emission reduction measures in coal-fired power plants was discussed in this article considering the recent ultra-low emission policies for the power industry. The results showed that the pollutant-mitigation costs are around 44600 Yuan per ton of SO₂, 23500 Yuan per ton of NO_x, 4,300Yuan per ton of PM, and it would be costly to implement the ultra-low emission transformation in the whole power industry. It still need more comprehensive environmental economic evaluation on the ultra-low emission implementation, taking into consideration that other coal-fired sectors' inefficient technologies and loose emission standards. It was also found that to evaluate the transformation cost per kilowatt hour as the only indicator would result in a mislead pollution control path and it should initiate to implement theultra-low emission transformation from the smaller power plants with dirtier coal quality.