Large-eddy simulation (LES) is under its rapid development and is recognized as a possible second generation of CFD methods used in engineering. Large-eddy simulation of two-phase flows and combustion is particularly important for engineering applications. Some investigators, including the present authors, give their review on LES of spray combustion in gas-turbine combustors and internal combustion engines. However, up to now only a few papers are related to the state-of-the-art on LES of gas-particle flows and combustion. In this paper a review of the advances in LES of complex gas-particle flows and coal combustion is presented. Different sub-grid scale (SGS) stress models and combustion models are described, some of the main results are summarized, and some research needs are discussed.