The invention discloses a method for deep purification of phosphogypsum by an extraction method. The method comprises the following steps: (1) adding dilute sulfuric acid in a slurry mixing tank, then adding phosphogypsum, and performing stirring to uniformly dispersing phosphogypsum; (2) pumping the materials which are uniformly dispersed in the step (1) into a reaction tank, adding concentrated sulfuric acid simultaneously, keeping the concentration of the sulfuric acid of a reaction system at 30 to 40%, and carrying out a reaction under stirring; (3) after the reaction accomplishment, pumping materials into a cooling tank, pumping the materials into an extraction tank after the temperature of the materials is lower than 80 DEG C, and adding an organic composite extractant to carry out extraction, (4) pumping the materials which are extracted in the step (3) into a settling separation tank, layering, filtering an upper-layer organic phase, washing and returning a filtered filtrate to the extraction tank, filtering, washing and drying a lower-layer phosphogypsum slurry layer, and obtaining the purified phosphogypsum. The method for the deep purification of phosphogypsum by the extraction method disclosed by the invention can obviously improve the whiteness of phosphogypsum and lower the content of impurities such as phosphorus, fluorine , silicon, metal oxides and the like in phosphogypsum, and then anhydrite is directly obtained.