The invention belongs to the technical field of cooling towers, and particularly relates to a closed cooling tower and a method for eliminating saturated air at an air outlet. The cooling device comprises cooling fins, a blowing type fan, a water collector, a spraying pipeline, a cooling pipe, a water collecting tank and a shell. The radiating fins, the blowing type fan, the water collector, the spraying pipeline, the cooling pipe and the water collecting tank are sequentially and horizontally arranged in the shell from top to bottom, and the cooling fins communicate with the cooling pipe. According to the closed cooling tower, the fan layout of a traditional closed cooling tower is changed, the blowing type fan serves as the cooling tower fan, the water collector is arranged at the bottomof the fan, primary condensation separation is conducted on saturated air, the cooling fins are arranged at the top of the fan, secondary absorption is conducted on heat in the saturated air, the saturated air is not saturated any more, and therefore the purpose of eliminating the saturated air is achieved. The blowing type fan is arranged below the cooling fins, cold energy generated by the blowing type fan is secondarily utilized, and energy consumption is reduced.