The invention discloses a hydraulic jet self-propelled drilling method and device. The device comprises a water tank, a high-pressure pump, a high-pressure energy storage tank, a high-pressure hose supplying device, a drilling machine, an orientator, a high-pressure hose, a steering gear, a drill rod and a self-propelled drill bit. According to the method, a pilot hole is drilled firstly in a coal seam, the steering gear is installed in the pilot hole, the self-propelled drill bit enters the steering gear along the drill rod and is used for radial drilling along the pilot hole under the guidance of the steering gear, the self-propelled drill bit recedes to the position of the steering gear when radial drilling is conducted to a preset depth, the angle of the steering gear is adjusted by shifting the gear of the orientator so that radial drilling can be conducted in another direction, and a tree-shaped drilling system with the pilot hole as the trunk and radial holes formed in a radiating mode is formed through repeat drilling for gas extraction. The device is simple in structure, convenient to operate, and capable of reducing the number of gas extraction holes remarkably, widening the pressure relieving range of each drill hole, improving the gas permeability of the coal seam effectively, shortening gas extraction time and improving the gas extraction quantity of each hole effectively.