The regenerated exhaust gas was reutilized to configure a centrifugation-filtration coupled purification system (CFCPS), aiming to achieve a closed-loop gas purification process. It can be foreseen that this optimization will bring objective economic savings without sacrificing separation efficiency. A series of typical tests were carried out to analyze the influence of the reutilized exhaust gas on the pressure drop and the separation efficiency. Compared with the purification system without the reutilized exhaust gas, the purifier exhibited optimal performance at Q = 800 m3/h, RV = 25%, and Ci = 30.24 g/m3. Notably, the median size of outlet particles decreased from 1.67 μm to 0.82–1.04 μm and the size range was narrowed when the exhaust gas was recycled. Moreover, the grade efficiency of the dust particles below 3 μm was improved significantly with reutilization. The study indicates that the exhaust gas reutilization is an effective means to solve particle pollution, and further measurements are needed.