The invention discloses a steeply inclined thick coal seam horizontal subsection small short-wall fully mechanized caving mining method. The method comprises the following steps of 1, arranging a working face roadway, specifically, dividing a coal seam into a plurality of horizontal subsections along the inclination direction, arranging the working face stoping roadway, forming ventilation systemson the two sides of the stoping roadway, forming a coal conveying system on an air inlet side and forming a gob-side air return roadway in a gob; and 2, performing stopping, specifically, adopting acoal roadway fully-mechanized excavating machine for coal falling, arranging two traction supports in the advancing direction of a working face, arranging two coal caving supports perpendicular to thetraction supports, punching deep holes in the working face stoping roadway before coal caving to conduct presplitting on top coal, after presplitting, firstly pulling and moving the two traction supports, forwards pulling and moving two coal caving supports at the same time, enabling the second coal caving support to achieve coal discharging by 1/3 after the first coal caving support is used forachieving coal discharging by 1/3, repeatedly executing the steps alternately, stopping coal caving when gangue accounts for a half of the coal caving amount. The method has the advantages of being reasonable in design, easy and convenient to construct, high in coal recovery rate and safe in mining process.