The invention is the blade of composite wind mill and its manufacturing method. It is characterized in that the composite blade is closed die forming, which adopts the flexible core, the core heating and solidifying, the fiber closed along the section and the fixing of the connective device and the blade root. The blade is composed of the reinforcing fiber cloth, the resin base, the connective parts and the filling core. One half of the fiber cloth is spread at the root end of the formed die of the blade, and is put into the stretch core bag with heating equipment, and the connective parts are set at the fiber place of the blade root. The other half of the fiber cloth coats the stretch core bag and the connective parts. Die composition, die locking, vacuuming, resin injection and liquid pumping to the stretch bag to form the sealed head squeezing of the bag and the die chamber, and heat the liquid and solidify the blade under the medium temperature; remove the die chamber and the core bag, and inject poly resin materials into the hollow blade shell to bubble and fill to get the composite wind mill blades.