At present, there are many problems in coal mine operation, such as formation of large amounts of dust, complex dust migration behavior, severe respiratory harm, poor on-site performance of spray dust removal technology under windy conditions, and low collection efficiency of respirable dust. To solve the above problems, the finite element method of computational fluid dynamics (CFD) was used. The Spalart-Allmaras turbulence model of COMSOL software and the tracking module for atomized particles broken by droplets were used. They were combined with the Fraunhofer diffraction principle to study the distributions of the velocity of the airflow field, droplet size, droplet velocity and wind resistance for a supersonic water siphonic atomization device. The influence of the above factors on dust removal at different aerodynamic pressures was studied experimentally. The relationships between spray characteristics, flow field velocity distribution, dust removal effect and spray characteristics were revealed. The research showed that with increasing pressure, the supersonic component accounted for an increased proportion of the flow field inside the nozzle, average velocity of the flow field increased, atomization efficiency increased, droplet particle size decreased, and droplet velocity increased. The particle size of the droplets first increased, then decreased and then increased with increasing spraying distance. Additionally, the range of high-speed fine droplet size fog increased with increasing pressure. At the same transverse wind speed, with increasing pressure, the deflection point of the fog field moved backward, and the wind resistance of the spray was enhanced. With the increase in aerodynamic pressure, the dust isolation and negative pressure effect of spray and the dust collection efficiency increased, and there was an optimal value for dust removal in a limited space. The reason was that when the pressure increased to a certain extent, the air flow reversed in the coil at the bottom of the limited space, which blew the dust that was not aggregated at the bottom away from the area where dust was falling. Thus, the dust was entrained in fog droplets but could not be removed from the air flow. The dust dispersion in the air flow after purification differed greatly at different pressures because the removal efficiency of dust in the 2.5–10 μm particle size range was mainly affected by the pressure. In a field study of a fully mechanized mining face, the fog curtain formed by the device covered the whole section under the condition of airflow disturbance with large transverse velocity, and the comprehensive respirable dust removal efficiency of the working area reached 92.3%. Thus, this method showed good wind resistance and dust removal performance. The study of this technology can provide a clean working environment and theoretical guidance for the safe production of coal in the future, especially for fully mechanized mining faces.