The invention discloses a feedback type nervous electrical stimulation system and a feedback control method thereof. An implanted electrode is employed as a signal acquisition unit. An acquired nervous electrical input signal goes through an electrode switching control unit, a signal conditioning unit, an A / D converter, a signal processing unit, an output control unit in order, and enters into an electrode selection control unit to form a feedback loop. When the signal processing unit determines that a user is in a deep sleep state, the output control unit automatically weakens or stops an output pulse signal of a pulse generator. Otherwise, the output control unit maintains or automatically recovers a conventional output pulse signal of the pulse generator. Compared with the prior art, without increasing extra perception parts and without artificial intervention, automatic output adjusting on demand is realized, wasted power consumption of stimulation which could be fully stopped because of symptom alleviation or elimination of a patient like a dyskinetic disease at deep night sleep is reduced, thus a service life of the nervous electrical stimulation system is substantially prolonged.