Exhaust gas after coal or oil burning has moisture, which hinders carbon dioxide adsorption. It is necessary to completely remove this moisture with the minimum use of energy. The exhaust gas from the burning apparatus is first lowered of its temperature by passing through an total heat exchanger rotor, and the resultant gas which has low temperature and humidity is sent to a carbon dioxide adsorption rotor, thereby removing carbon dioxide from the gas, which is then sent through the total heat exchanger rotor with the resultant desorption of moisture adsorbed there and is exhausted to outside atmosphere, while the carbon dioxide adsorption rotor is desorbed of its carbon dioxide using water vapor, with the resultant very humid carbon dioxide to be sent to a processing system such as for underground burial.