The invention discloses a gas magnetic bearing electric spindle and a control system thereof. The gas magnetic bearing electric spindle structurally comprises a radial-axial auxiliary bearing, a radial displacement sensor, a radial displacement sensor bracket, a radial hybrid magnetic bearing, a limiting sleeve, a high-speed motor, a steel cylinder, an axial thrust gas bearing, a radial auxiliary bearing, a rotating shaft, a front end cover and a rear end cover. For the spindle with the novel structure, the invention provides a fuzzy control system of the gas magnetic bearing electric spindle based on a rough set theory method. The fuzzy control system comprises a controller, a power amplification module, a prototype body and a displacement detection module. Compared with a conventional fuzzy control system, the control system introduces a fuzzy control method of a rough set theory, simplifies original fuzzy control rules, and can effectively remove redundant information knowledge, so that the control system is more simple and easier to control, the dynamic performance of a spindle system is improved, and the performance of the control system can be effectively enhanced.