The invention discloses a blast furnace smelting fly ash treatment system and a treatment method thereof, and belong to the field of environmental protection. The system involves a closed tank car, afly ash storage tank, a coal grinding device, a pulverized coal storage tank, a premixing whirling device, a mixture storage tank, a blowing tank, a distributor, spray guns and a blast furnace. According to the system and the method, annular coal injection openings are formed in a hearth of the blast furnace, pulverized coal, fly ash and combustion-supporting gas are injected into the blast furnace together through the annular coal injection openings, and the harmless treatment and resource utilization are conducted on the fly ash by means of a high-temperature environment in the blast furnace; and through the treatment system, various metals in the fly ash are all recovered with high added value, the occupied area is small, the investment is small, the environmental pollution is avoided,and the realizability is good.