The development of high parameter, large capacity, coal-fired utility boilers with improved performance, based on the operation and design experience of the current parameter level, is essential. In addition, the combination of theoretical algorithms and practical experimental data is of great significance for research into utility boilers. In this study, an experiment to observe the heat transfer characteristics of heating surfaces was conducted under advanced ultra-supercritical (A-USC) conditions on a coal-fired experiment platform with a coal feed capacity of 0.3 MWth. Four repeated experiments were performed to verify the reliability of the experimental data, the maximum relative error of all the experimental data was less than 7%, which indicates steady combustion performance and good repeatability. Significant heat transfer enhancement and deterioration was demonstrated and analyzed at the superheater near the pseudo-critical region at a pressure of 36 MPa. Outside of the pseudo-critical region, the heat transfer coefficients experienced continuous and smooth variation with changes in temperature. A distributed parameter model for temperature prediction was established based on the mass, momentum, and energy conservation law through the discretization of time and space. The results indicated that predicted temperatures were in good agreement with the experimental data. For the top and bottom furnace, the correlation by Mokry et al. was consistent with the experimental data. The correlations of Jackson et al., Swenson et al., and D.B et al. were used for accurate temperature predictions at the middle of the furnace, superheater, and reheater, respectively.