The invention relates to a deep treatment method for industrial wastewater through natural pyrite catalyzed H2O2 oxidation. The deep treatment method specifically comprises the following steps: pretreating natural pyrite, adding wastewater into a reactor, adjusting the pH value to be 8-10, adding the pretreated natural pyrite, adding nitrilotriacetic acid, fast stirring, adding a hydrogen peroxide solution, after reaction under stirring, adding a FeCl3 solution to control the mass ratio of pyrite and Fe (III) to be 10:1, adding hydrogen peroxide, continuing the reaction, and standing for precipitation, wherein residual mineral can be recycled; introducing air into supernatant separated through precipitation for secondary oxidation while keeping dissolved oxygen in the water to be above 3ppm, after sufficient aeration, adding polyacrylamide for coagulation treatment, and after standing for precipitation, discharging effluent; carrying out water quality analysis on a treated water sample to assess the treatment effect. By a simple way and various synergistic effects, the deep treatment method provided by the invention changes the generation way of Fenton reaction, significantly increases the reaction reactivity, expands the applicable pH range of the wastewater, improves the utilization efficiency of H2O2, and reduces the cost of technology, thus being an economical and efficient wastewater deep treatment technology.