Nowadays, coal is increasingly being used as an energy source in some countries. This coal-fired generation process, however, has the disadvantage that produces large quantities of coal fly ash. Its characteristics differ depending on the combustion conditions and the coal source. Fineness will influence early compressive strength in cement-based materials. The finer the binding material, the higher the early compressive strength. They can be used to produce high-volume fly ash (HVFA) concrete, self-compacting concrete (SCC), concrete for marine infrastructures, pervious concrete, roller compacted concrete (RCC) and so on.More than seven hundred samples of coal fly ash were collected from a coal-fired power plant for a period of ten years, and their fineness were characterized by sieving. The average fineness on 45 µm, 63 µm, 90 µm and 200 µm mesh sieves were 22.5%, 15.5%, 9.1% and 2.0%, respectively. Then, most of the coal fly ash particles were lower than 45 µm, i.e., from 15 to 30% were retained on the 45 µm sieve, and from 10 to 20% by mass of coal fly ash particles were retained on a 63 µm sieve. Fineness on a 45 µm sieve is a good indirect indicator of the residues on the 63 µm, 90 µm and 200 µm mesh sieves. Accordingly, it is suggested to broaden the range from ±5% to as high as ±7% regarding the fineness variation requirement. Finally, the tested coal fly ash can be applied as cement constituent.