The invention refers to a method and system for purifying the hydraulic pressure oil in hydraulic pressure machine. The method includes magnetism absorbing step which absorbs the metal particles in the hydraulic oil through magnetism structure onto the magnetism structure and a filter step blocking the impurities in the sift filter core, and finishes the first grade filter, and the second filter step with a sorption filter; the system includes: forward oil boxes connected in series, oil heater, magnetism filter, oil pump, sorption filter, backwards oil boxes and electric control system. Each device is connected through oil pipes and valves, all of which are set in a mobile machine box, moves the box, the purification to hydraulic pressure oil of different locations can be carried on conveniently.