A pulverized coal gasification furnace with multi-level feeding of high speed circulating gasification agent which includes a pulverized coal gasification furnace and a gasification method. The present invention solves the existing problems in short life of burner, uneven slag deposition on the surface of the gasification device which causes burning and corrosion, and uneven temperature distribution along the height direction. The steps are: 1. setting parameters for the gasification chamber; 2. feeding pulverized coal; 3. burning pulverized coal to form molten slag; 4. gasification process of molten slag inside the gasification furnace; 5. removing slag. In the present invention, the furnace body is divided into different levels for the gasification agent, the internal temperature of the furnace along the height direction is evenly distributed, and the furnace is applicable to the coal types which has severe change in ash viscosity in response to temperature changes.