The invention provides a blast-winning, coal loading, coal conveying and anchor rod-timbering mechanical integrated operating method and device. And the device mainly comprises: hydraulic system, hydraulic control table, track walking part, coal loading and conveying part, timbering part, and hydraulic anchor rod machine, and the method uses integrated device, scraper conveyor and gate coal conveyor; and its drivage circulating speed is 1m to 1.5 m, blast-winning and after the fumes have settled, making the integrated device enter into the operating site, and after completing coal loading and conveying, making anchor rod timbering; after completing the anchor rod timbering operation, making the integrated device exit the operating site and over 20 meters distant from the operating site, and then making drilling and blasting operation. And it improves explosion level of blast winning and resources recovery, and reduces operators.