The invention discloses an iterative learning-based subway train automatic running speed control method. The method comprises the following steps of: 1, establishing a train running dynamic model for an urban railway transit train automatic running speed control system; 2, automatically adjusting a learning gain through output errors and modified functions in an iteration process, and using the learning gain to update the input of a speed controller; and 3, in order to ensure the robustness, for the initial-state errors, of an algorithm, learning an iteration initial state while a controlled quantity is learnt to ensure that the system can restrain to an expected track under any initial condition without requiring the iteration initial state to be accurately located on an expected initial state, so as to finally realize the accurate tracking, for a target speed curve and a target displacement curve, of the train. According to the method, a learning gain initial value and a system state and tracing error of the last iteration are utilized to correct the system initial state of the current iteration, and an iteration initial state correction algorithm is given, so that the convergence, for any system initial state, of a law of learning is ensured.