The invention relates to a heliostat system with the function of sun pursuing, which comprises a heliostat, a mirror holder of the heliostat, a bracket of the heliostat, a driving device for sub mirrors of the heliostat and a driving device for the mirror holder of the heliostat, wherein the mirror holder of the heliostat is rotatablely installed on the bracket of the heliostat, the driving device for the mirror holder of the heliostat is respectively connected with the mirror holder of the heliostat and the bracket of the heliostat and is used for driving the mirror holder of the heliostat to rotate around a horizontal rolling shaft, the heliostat comprises at least two sub mirrors of the heliostat, the sub mirrors of the heliostat are rotatablely installed on the mirror holder of the heliostat, the driving device for the sub mirrors of the heliostat is respectively connected with the mirror holder of the heliostat and the sub mirrors of the heliostat and is used for driving the sub mirrors of the heliostat to link around respective horizontal pitching shafts, and the horizontal pitching shafts are arranged in parallel and are also arranged with the horizontal rolling shaft vertically. The heliostat system with the function of sun pursuing, which is disclosed by the invention, has a skillful design, a simple structure and higher reliability, has the function of sun pursuing, can be used for effectively improving the problem of wind resistance, is simpler to maintain and rectify and is suitable for large-scale popularization and application.