The invention discloses a method for analyzing components such as helium, hydrogen, oxygen, nitrogen, methane, ethane, carbon dioxide, dimethylmethane, iso-butane, n-butane, isopentane, n-pentane, n-hexane and heavier components in compressed natural gas (CNG) by adopting a double thermal conductivity gas chromatograph, utilizing the principles of predissociation and gas circuit back flushing, applying the negative peak and channel switching function of a chromatographic workstation and adopting one-step sample injection. The analysis method is improved based on an analysis method provided by American Society for Testing Material and the current national standard. By adopting the analysis method disclosed by the invention, the problems that multiple sample injection is required and the analysis efficiency is lower when the components of the CNG are analyzed in the prior art can be solved.