The invention belongs to the field of big data and machine learning, particularly relates to a data-driven complex system mechanism automatic learning method, a system and equipment, and aims to solve the problems that an existing system modeling technology is difficult to predict a behavior trend from field observation data, a reconstructed mechanism model is not matched with physical observation data, the robustness is poor and the like. The method comprises the steps of obtaining historical multi-modal data and real-time multi-modal data, constructing a time sequence long-range correlation hypergraph model through airspace circulation memory coding, performing normalized combination on the hypergraph model through a neural differential equation model, and performing automatic iterative search on a continuous game network structure to obtain a system mechanism continuous dynamic model, and performing biological evolution simulation to obtain a causal model, and recalculating an association weight to obtain an active early warning system. According to the method, non-linearity, emergence, balance step, adaptability and special property description of a feedback loop of a complex system are realized, and the prediction accuracy of the model is improved.