According to a fuel cell cold starting device and a method thereof, a first gas path system, a second gas path system and a heating assembly are all controlled by a central control system. During cold start, the first gas path system generates heat through compressed air to heat a cathode of a fuel cell stack, the second gas path system conveys hydrogen to enable the fuel cell stack to perform hydrogen-oxygen reaction heat release, and meanwhile, the heating assembly receives a power signal to perform heating. Through the above three heating processes, the fuel cell system, especially a fuel cell stack, is rapidly heated, so that the temperature value and the internal resistance value of the fuel cell system reach numerical values required by cold start, cold start in a short time is rapidly realized, the time required by cold start is shortened, and the efficiency is high; besides, during shutdown, air and hydrogen are adopted to blow the system at the same time to dry residual moisture, and whether the humidity in the system meets the requirement or not is judged by monitoring the rising condition of the internal resistance value, so that blowing is controlled to be stopped, and conditions are created for next cold start.