For obtaining a deep understanding of typical hazardous elements distributions in coal combustion products (CCPs) from micro to nano size, the products of a coal-fired power plant (slag BA, fly ash FA, gypsum SG) were selected as the research objects. After the sample was divided into particle sizes by ultrasonic dispersion and centrifugation, the distribution of As, Pb and Cr was analyzed by single particle plasma time of flight mass spectrometry (spICP-TOF-MS). The data extracted by machine learning integration were used to analyze the three elements in the whole sample of coal-fired products, 1-10 μm and <500 nm particles. The results indicate that the As, Pb, and Cr are obviously enriched in FA. Particle size from 1 μm to 10 μm will affect the distributions of As and Pb in FA and SG samples. Distributions of Cr in particles from all the samples are not affected by the particle size. There are 3 426, 18 386, and 3 787 particles can be measurement (<500 nm). Pb and Cr bearing single nano- size particles are abundant in comparison with As bearing single particles both in FA and SG samples. As, Pb and Cr bearing particles in SG samples are more abundant than that in FA samples, and the proportions of particle numbers are 1.1%, 3.6% and 7.6% respectively. As, Pb and Cr show strong associations with Fe, Ti, Mg and Al in the BA, FA and SG samples. As also shows a high association frequency with Cr, Rb, Mn and Pb in FA. Pb has high associations with Ba, Ce, Ga, Zr and Cr in FA. While in the SG samples, As, Cr and Pb have very strong associations. In addition, Cr is also found to be associated with Sn, Ni and Rb in SG samples. The enrichment of As, Pb and Cr in coal-fired products with different particle sizes is closely related to the process of coal-fired multicomponent nucleation and particle growth. The multicomponent in coal has varying degrees of influence on the morphological transformation and distribution of these three elements. The research results lay a foundation for further revealing the mechanism of large-scale migration and transformation of heavy metals in coal-fired particles.