The invention provides a coal dry-process grading upgrading integrated system and a processing method thereof. The coal dry-process grading upgrading integrated system comprises a crushing device, a first inlet end of the crushing device, an outlet end of the crushing device, a second inlet end of the crushing device, a first inlet end of a screening device, a first outlet end of the screening device, a second outlet end of the screening device, a fine coal sorting device, a first inlet end of the fine coal sorting device, a first outlet end of the fine coal sorting device, a first inlet end of the fine coal sorting device, a grinding device, a first inlet end of the grinding device, a first outlet end of the grinding device, a second inlet end of the grinding device, a third inlet end ofthe grinding device, a granularity grading device, an inlet end of the granularity grading device, a first outlet end of the granularity grading device, a second outlet end of the granularity gradingdevice, a micro powder grading device, an inlet end of the micro powder grading device, a first outlet end of the micro powder grading device and a second outlet end of the micro powder grading device.