The main source of electric power in China is coal-fired power, which consumes a large amount of coal. Therefore, reducing the coal consumption of power plants in the process of power generation is very important, which is urgent to be solved. In order to solve this problem, using a large number of data collected from thermal equipment, this paper proposes a CART method and a improved method combining the CART with association rules to find out the key controllable variables and their ranges that can reduce unit coal consumption under different working conditions. Compared with the traditional association rule algorithm used for energy saving, the CART method has higher calculation efficiency and achieves better optimizing effect. In addition, we use the CART to analysis the historical operation data of a thermal power plant in Shandong Province. It is found that under all cases of different motor power, the key controllable variables and their ranges given by the CART method can reduce the coal consumption by more than 10% compared with the current method. Compared with the traditional association rules, the regulation rules obtained using the CART method reduce the coal consumption by 2.3%. The analysis for the practical application of coal power consumption reduction rerifies the effectiveness of the CART model. Finally, in order to make the adjustment range of key controllable variables more accurate, an improved method combining And association rules is proposed.