Method for producing pulverized coal, the method comprising the steps of heating a drying gas, preferably an inert gas, in a hot gas generator (26) to a predefined temperature; feeding the heated drying gas into a pulverizer (20); introducing raw coal into the pulverizer (20), the pulverizer (20) grinding the raw coal to pulverized coal; collecting a mixture of drying gas and pulverized coal from the pulverizer (20) and feeding the mixture to a filter (34), the filter (34) separating the dried pulverized coal from the drying gas; and collecting the dried pulverized coal for further use and feeding part of the drying gas from the filter to a recirculation line (38) for returning at least part of the drying gas to the hot gas generator (26). According to an important aspect of the present invention, the method comprises the further step of controlling an exit temperature of the mixture of drying gas and pulverized coal exiting the pulverizer (20) by controlling a volume of water injected into the heated drying gas before feeding it into the pulverizer (20).