This invention provides a method and system for producing cyclohexyl hydrogenperoxide by cyclohexane oxidation. The method includes the following steps: reacting cyclohexane with an oxygen-containing gas containing CO2 to obtain a material containing cyclohexyl hydrogenperoxide. The method of this invention improves the yield and selectivity of cyclohexyl hydrogenperoxide by reacting the feed cyclohexane with an oxygen-containing gas containing CO2, reduces production costs, requires less equipment investment, and has a simple operation process. It can be used in the continuous industrial production of cyclohexane to cyclohexyl hydrogen peroxide via air oxidation.