High-energy consuming industries are typically energy-intensive, and it is worthy of noting that coal and electricity play dominant role in energy consumption structure for these industries. Under the circumstances of energy resources shortage as well as the urgent needs for energy-consuming reduction and low-carbon sustainable development, energy conservation, along with significant emphasis on energy saving strategy in coal utilization should be prior to other solutions. This paper studys the energy saving issues in seven industries including petrochemistry, iron & steel, building materials, chemistry, non-ferrous metals, papermaking and textile, and highlights the concept of energy-convservation-oriented development. With comprehensive recognition of current coal utilization in energy-intensive industries, the technical gaps between home and abroad are further analyzed. Subsequently, the SWOT analysis and research on industrial technology roadmaps are applied for elaborating various challenges and chances for these industries, thereby leading to the effective energy-saving paths and major technical development directions. Finally, the role of energy conservation in coal utilization was emphasized regarding to its great significance for sustainable development of the high-energy consuming industries.