Eulerian-Eulerian (two-fluid) simulation of gas-particle flows and coal combustion are widely used because of its convenience in simulating large-size facilities. The key point is that it needs more complex closure models, compared to those in Eulerian gas-Lagrangian DEM modeling of particles. This keynote lecture will give a brief review on our many-year studies to solve these problems. The first one is the particle turbulence model. To overcome the shortcomings of the Hinze-Tchen's “particle-tracking-fluid” model, about 20 years ago, a transport equation of particle turbulent kinetic energy and transport equations of both gas and particle Reynolds stresses were proposed by us and subsequently constitute the so-called “k-ɛ-kp”, “unified second-order moment (USM)” and “non-linear k-ɛ-kp” two-phase turbulence models. Furthermore, for simulating reacting gas-particle flows and coal combustion, a full two-fluid model and a combined two-fluid-trajectory model, accounting for both particle turbulent diffusion and particle history effect due to moisture evaporation, devolatilization and char oxidation were proposed. The next is the particle-rough wall interaction. A particle-wall collision model accounting for wall roughness was proposed. Then, to overcome the limitation of the well-known kinetic theory of dense gas-particle flows, an anisotropic two-phase turbulence model, called “USM-Θ” model, accounting for both particle turbulence (large-scale fluctuation) and inter-particle collision (small-scale fluctuation) was proposed. Next, the particle-wake effect on gas turbulence modulation was studied to construct a sub-model and was added to the two-fluid modeling. At last, in recently developed two-fluid large-eddy simulation of gas-particle flows and combustion the particle sub-grid-scale (SGS) stress model is insufficiently studied. Some of them are based on a simple extension of the gas Smagorinsky SGS model without theoretical justification. Therefore, a USM-SGS two-phase stress model was proposed by us, properly accounting for the anisotropy of two-phase SGS stresses and the interaction between them.