The invention provides a hand-by-hand demonstration mechanical arm system with an imitative learning mechanism and a method. The system comprises an action execution module, a sensing module and a learning module, wherein the action execution module comprises a mechanical arm and steering engines; the sensing module comprises a plurality of sensors; and the learning module comprises a controller. According to the system, on the basis of an independent module power supply mode, hand-by-hand off-line demonstration is employed, an action detection device, which comprises gyroscope sensors and an accelerometer, is carried as the sensing module on the mechanical arm to collect the status information of links of the mechanical arm in motion, and then an imitative learning algorithm is applied to the information to guide the mechanical arm system to imitate learning demonstration activities. According to the system and the method, hierarchical control is adopted, the pertinence and information transmission efficiency of a control system are improved, the purpose of demonstration activities can be learned by learning, an imitation task can be still finished when the initial attitude of the mechanical arm or the position of a target object is changed, and a high intelligence degree is achieved.