The invention discloses a multifunctional device integrating power generation, cooling, heating, dedusting and oxygenation functions. The multifunctional device comprises an air attraction tower (4) and a ventilating tower (2), wherein a natural wind generating set (1) and a wind generating set (3) are arranged on the air attraction tower, a thermal storage air duct (17) and a cold storage air duct (18) are arranged inside a building, a thermal storage body (15) is arranged inside the thermal storage air duct, an electric heater (13) is installed below the thermal storage body, a heat-insulating layer (16) is arranged above the thermal storage body, a solar heat-absorbing plate (14) is arranged above the heat-insulating layer, a cold storage body (20) is arranged inside the cold storage air duct, a sprinkler (21) is arranged above the cold storage body, a hot air duct (10) is arranged between the thermal storage air duct and the air attraction tower, a hot air rotating gate (11) is arranged at the opening of the hot air duct, an air stream channel (23) is arranged between the cold storage air duct and the ventilating tower, and a cold/hot rotating gate (22) is arranged at the opening of the air stream channel. The multifunctional device integrates power generation, cooling, heating, dedusting and oxygenation functions.