Zhundong coalfield is one super-large coalfield recently discovered in China. However, the utilization of Zhundong coal in power plants has caused serious ash-related issues mainly due to its high-sodium feature. The ash deposition problem on convection heat exchanger surfaces is still particularly difficult to resolve and its mechanism has yet to be fully understood. This study deals with the ash deposition and alkali metal migration behaviors on convection heat exchanger surfaces between 400 and 800 °C during combustion of Zhundong coal using a lab-scale drop tube reactor. Experimental results show that the sodium content in ash deposit of Zhundong coals increases obviously as the deposition temperature decreases from 800 to 600 °C, while it is almost unchanged below 600 °C. The contents of iron and calcium in ash deposits exhibit nonmonotonic variations as the deposit probe temperature varies between 400 and 800 °C. Quartz and calcium sulfate are main crystalline phases in ash deposit of Zhundong coals. Calcium is inclined to present as calcite and lime at low deposition temperature, while high temperature facilitates calcium sulfation. Sodium of crystalline phase is found as albite and sodium sulfate at low deposition temperature. Both condensation of gaseous alkali metals and formation of low-melting minerals were responsible for the ash deposition phenomenon on convection heat exchanger surfaces involved in combustion of Zhundong coal. The sodium content in ash deposit decreases considerably with the increasing combustion temperature while the case of iron variation is opposite due to its low-volatility. In addition, the Na content in ash deposits increases obviously with the access air ratio reduced from 1.2 to 1.05, but the local weakly reducing atmosphere leads to less iron within ash deposits. Clarification of sodium migration and evaluation of ash deposition behaviors during combustion of Zhundong coal is helpful for a better exploration of the functional mechanism of ash deposit and then large-scale utilization of high-sodium coals.