The invention discloses a millet combined harvester and a system thereof, and belongs to the technical field of crop combined harvest. The millet combined harvester comprises a header for combined harvest, a threshing separation part and a millet cleaning part. The header comprises a header frame, a reciprocating cutter, a left divider, a right divider, a header screw auger, a reel and a transmission mechanism, and the transmission mechanism is in transmission connection with the reciprocating cutter, the header screw auger and the reel. The threshing separation part comprises a threshing box, a front threshing cylinder, a rear threshing cylinder, a front separating screen, a rear separating screen, a transition separating screen, a front threshing top cover, a rear threshing top cover, and a power mechanism providing power for the front threshing cylinder and the rear threshing cylinder. The millet cleaning part comprises a cleaning frame, a front blower fan, a reciprocating vibration screen, and a vibration mechanism driving the reciprocating vibration screen to vibrate. The millet harvesting system comprises the millet combined harvester mentioned above and a controller. According to the invention, a header ear dropping phenomenon can be effectively controlled, rubbing and beating are integrally carried out, and the loss late, the broken rate and the impurity rate are low.