To address the challenge of dust control during dry drilling of underground coal seams, a novel dust-collecting device for micron-size dust was designed and tested. To determine the optimal structural parameters of the dust collector, numerical simulations were employed to investigate the influence of the positions of the dust extraction pipe, slag discharge pipe angle, and cavity diameter on the distributions of the airflow velocity field and the pressure field inside the device. The findings revealed that the best performance was achieved when the dust extraction pipe was positioned in the lower part of the cavity, the angle between the slag discharge pipe and the cavity was 45°, and the cavity diameter was 300 mm. Under these conditions, the average airflow velocity in the dust extraction pipe reached 8.32 m/s, the maximum negative pressure at the pipe’s mouth was recorded at 1012.38 Pa, and the velocity of the dusty airflow in the cavity remained below 4.38 m/s. Dust capture performance was evaluated through on-site testing in the Taoyuan Coal Mine. The results demonstrated that using the novel device, the dust suppression rates at the slag discharge port, the connection between the device and the drill pipe, and 6 m from the drill hole on the downwind side increased by 92.5%, 88.5%, and 89.1%, respectively.