The invention discloses a method for comprehensively recovering valuable metals through oxygen pressure treatment of tin anode mud. According to the method, the tin anode mud serves as a raw material, oxygen pressure alkaline leaching, sulfuric acid oxidation leaching, chlorination leaching, separation technology and other wet metallurgy methods are adopted, effective separation and recovery of valuable metals such as tin, arsenic, antimony, copper, bismuth, indium and the like in the tin anode mud can be realized, lead and precious metals are enriched in slag, and subsequent fire process recovery is facilitated. According to the method, arsenic is efficiently removed from the source, the arsenic removal rate is over 95 percent, the precious metals are hardly lost in the wet smelting process, comprehensive recovery and utilization of the valuable metals can be realized, the method has the characteristics such as high raw material adaptability, simplicity in operation, high efficiency in cleaning, low energy consumption, less pollution, high metal recovery rate and the like, and the industrial production requirements are met.