The invention relates to a mechanical automatic shift speed-changing device in hydraulic mechanical transmission engineering and a control method thereof. The device comprises an electro-hydraulic shift speed-changing unit, an electro-hydraulic engine, a microcomputer controller, an electro-hydraulic motor controller, a transmission case output rotational speed sensor, a shifting handle switch, a shifting mode selection switch, a brake pressure switch and an automatic direction switch. The electro-hydraulic motor controller is communicated with the microcomputer controller. The transmission case output rotational speed sensor, a torque converter turbine speed sensor, a shifting handle, the shifting mode selection switch, the brake pressure switch and the automatic direction switch serve to input signals to the input port of the microcomputer controller. The microcomputer controller serves to input control signals to a transmission case control module by the output port thereof. Based on the combination of two shift methods, the inventive device has the advantages of good economical efficiency, power efficiency and practicability, low energy consumption, automatic shift with high work efficiency, less working time, reduced labor intensity of the driver, and suitability for various working conditions.