An experimental device for SDC of powder particle sizes in a disc mill system includes a screw feeding control device, a mill speed adjustment device, a disc gap servo control device, a sampling device, a laser particle analyzer, a control cabinet and an upper computer. A control method for the experimental device includes the following steps: 1) performing initial setting; 2) starting the disc mill system; 3) performing sampling through a sampling device; 4) detecting a actual PDF (probability density function) shaping of distribution of powder particle sizes through the laser particle analyzer; and 5) updating the initial setting through a SDC algorithm. The experimental device and method can verify a series of SDC algorithms, and provides good a better experimental platform for teaching and scientific research; and the shape of non-Gaussian distribution of output random variables of a stochastic distribution system can be effectively controlled.