The invention discloses a method for removing cyanide, thiocyanate, COD and arsenic in waste liquid, comprising the following steps: the cyanide, the thiocyanate, the COD and the arsenic in the waste liquid are deeply treated by utilizing ozonized gas, a mode with continuous treatment and direct discharge can be adopted, also a mode with batch treatment and intermittent discharge can be adopted, and the implementation process of the method is easy to control; in the range of the pH value with sectioned control, the generation concentration and mass velocity of ozone do not need to be required strictly, the problem that single technology can not treat the cyanide, the thiocyanate, the COD and the arsenic in the waste liquid deeply can be solved, the cost and the operation complexity of technological equipment are reduced, and the environmental pollution is reduced; solid suspensions (SS) in the treated waste liquid is removed by settlement, and clear liquor is directly discharged outwards or returned to the upstream technology for repeated use; the contents of pollutants in the treated waste liquid are stable, the total content of the cyanide is less than 0.2mg/L(waste water); the content of the thiocyanate is less than 5mg/L(waste water); the total content of the COD is less than 30mg/L; the total content of the arsenic is less than 0.5mg/L(waste water), and no secondary pollutants are generated in the reaction process.