The invention relates to a coal mining machine traction system and a control method thereof. The system comprises a coal mining machine traction control module, a transformer, a traction contactor and an explosion-proof integrated variable frequency motor, and the transformer, the traction contactor and the explosion-proof integrated variable frequency motor are sequentially connected. The primary side of the transformer is a power supply input end of the coal mining machine, the control input end of a control loop of the traction contactor is connected with the control output end of the coal mining machine traction control module, the control module of the explosion-proof integrated variable frequency motor is in two-way communication connection with the coal mining machine traction control module, and the coal mining machine traction control module is provided with an information interaction interface. The method comprises a start control method, a stop control method and a speed control method. The overall occupied space of the traction system of the coal mining machine can be reduced, wiring of the traction system is reduced, the installation and debugging complexity of the coal mining machine is reduced, meanwhile, the frequency conversion assembly and the motor share the heat dissipation device, the design cost and the accessory cost are reduced, and miniaturization of the coal mining machine is facilitated.