The invention relates to a pneumatic marking machine based on a Windows CE embedded system and a control method thereof. The pneumatic marking machine realizing the method comprises an embedded integrated human-computer interaction module, a motion control card, a stepper motor driver, a stepper motor, a three-dimensional motion platform and a low frequency valve. The embedded integrated human-computer interaction module comprises a 7-inch TFT color liquid crystal display screen, a CPU, an internal memory, a storage medium, a resistive touch screen, a serial port RS232, a serial port RS485, a USB interface and an LAN interface. Compared with the prior art, the pneumatic marking machine provided by the invention has the advantages of reasonable design, convenient use and the like, and the design scheme is based on a concise Win32 API graphic processing interface of the Windows CE, so that the system is stable and reliable, and the execution efficiency is high.