A coal-fired power generation system and a supercritical CO2 cycle system thereof are provided. The supercritical CO2 cycle system includes a compressor unit and a turbine unit. The turbine unit includes a preceding stage heater, a preceding stage turbine, a last stage heater and a last stage turbine successively connected in series. An exhaust port of at least one of compressors in the compressor unit is in communication with the turbine unit through a split flow pipe, and a communication position between the split flow pipe and the turbine unit is located downstream of a suction port of the preceding stage turbine. An auxiliary regenerator and an auxiliary heater are provided at the split flow pipe, and the auxiliary regenerator is located upstream of the auxiliary heater.