The invention discloses an energy-saving technique related to an industrial kiln and an application method thereof. The energy-saving technique is characterized in that a work piece to be heated is heated by heat released during the cooling process of a heated work piece, thereby raising the feeding temperature of the work piece to be heated, and since the heat is repeatedly recycled, the energy utilization rate of the kiln can be improved, thereby achieving the energy-saving purpose. The energy-saving technique is realized mainly through a direct heat exchange method and an indirect heat exchange method. The direct heat exchange method is divided into a natural air cycling method and a forced air cycling method, and is characterized in that heat exchange between a cold work piece and a hot work piece is carried out through natural air cycling or forced air cycling in one enclosed chamber. The indirect heat exchange method is characterized in that a heat storage device is communicated with a heat exchange chamber through a pipeline, the absorption of the heat of a work piece to be cooled and the release of the heat of a work piece to be heated are realized through forced air cycling forced by a fan, so as to finally complete the heat exchange of a cold work piece and a hot work piece. The condition for utilization of the heat of the work piece to be cooled is characterized in that the cooling speed of the work piece to be cooled can not be too high. For example, the work piece needs quenching.