The invention relates to a comprehensive utilization process of zinc-containing iron dust. The process comprises the steps of: uniformly mixing iron-containing dust mud, iron-containing dust, carbon-containing sludge, pyrite residue, first reducing coal and an additive, and carrying out moist grinding, pelletizing and screening to obtain qualified raw pellets; and then uniformly mixing the raw pellets with second reducing coal, carrying out downdraught drying and reduction roasting on a pellet sinter roasting machine to finish sintering of metallized pellets, carrying out nitrogen cooling to room temperature, and discharging to obtain the metallized pellet sintered ore. According to the invention, the process method is simple and convenient for operation; aiming at the characteristics of the zinc-containing iron dust in steel mill, high-efficiency utilization of iron, zinc, carbon and other valuable elements is realized by pelletizing and metallized roasting, and at the same time, harmful elements are removed and secondary pollution is eliminated; at the same time of removing the harmful elements, the zinc-containing iron dust is prepared into metallized pellet sintered blocks, and iron has high grade and low content of zinc, sulfur and other harmful elements, and can be used as a high-quality raw material to be directly entered into a blast furnace for smelting, therefore, the comprehensive utilization process plays an effect of reducing coke and increasing yield on the blast furnace and has significant economic benefits.