Dense medium cyclone (DMC) is a high-tonnage device that is widely used to upgrade run-of-mine coal in modern coal preparation plants. It is known that wear is one of the problems in the operation of DMCs, but it is not well understood. In this work, the wear rate of DMC walls due to the impact of coal particles is predicted by a combined computational fluid dynamics and discrete element method (CFD-DEM) approach, using the Finnie wear model from the literature. In the CFD-DEM model, DEM is used to model the motion of discrete coal particles by applying Newton s laws of motion and CFD is used to model the motion of the slurry medium by numerically solving the local-averaged Navier-Stokes equations together with the volume of fluid (VOF) and mixture multiphase flow models. According to the Finnie wear model, the wear rate is calculated according to the impact angle of particles on the wall, particle velocity during an impact and the yield stress of wall material; the relevant particle-scale information can be readily obtained from the CFD-DEM simulation. The numerical results show that the severe wear locations are generally the inside wall of the spigot and the outside wall of the vortex finder. The wear rate depends on both the operational conditions and solids properties. It increases generally with the decrease of medium-to-coal (M:C) ratio. For a given constant M:C ratio, the wear rate for thermal coal is higher than that for coking coal, especially at the spigot. Large particles may cause a non-symmetric wear rate due to the gravity effect. The effect of a worn spigot wall on the multiphase flow and separation performance is also studied. This work suggests that the proposed approach could be a useful tool to study the effect of wear in DMCs under different conditions.