The invention relates to a method for removing O2, N2 and dimethyl ether from olefin streams, mainly solving the problems that in the MTO (methanol to olefin) product separation process in the prior art, the operating temperature is high, olefin is easy to polymerize, the olefin loss is large, the existence of O2 which results in poisoning of a C2 hydrogenation catalyst and enters the olefin product to influence the product quality is not considered, and the existence of N2 results in high cold amount consumption of a demethanizer. The method provided by the invention comprises the following steps: (a) an olefin stream I containing O2, N2, CH4, ethylene, ethane, propylene, propane, dimethyl ether and C4+ hydrocarbon is provided; (b) the olefin stream I enters the demethanizer, a stream II is obtained from the tower top, and a stream III is obtained from the tower bottom; (c) the stream III enters a dethanizer, a stream IV is obtained from the tower top, and a stream V is obtained from the tower bottom; and (d) the stream V enters a depropanizer, a stream VI is obtained from the tower top, and the dimethyl ether and the C4+ hydrocarbon are obtained from the tower bottom. The technical scheme better solves the problems and can be applied to the industrial production of olefin from oxygen-containing compounds.