The invention relates to a mine shaft of high-pressure gas underground storage well and the fixed method. The mine shaft comprises shaft body, connecting sleeve, four-way control head, one-way sealing head and foundation fixed bracket on the bottom, and drainage pipe. The fixed method comprises drilling base well, setting shaft body, producing cement slurry, cement slurry perfusion along inner cavity of mine shaft and one-way valve, installing drainage pipe and four-way control head. Because of one-way valve applied as bottom sealing head of mine shaft, base fixed bracket added, and cement slurry perfusion improved, it is provided with reasonable structure design, convenient and stable operation for perfusion, fixed connection between the mine shaft and well wall, good safety, convenient repair and maintenance, and longer service life so on. Inconvenient assembling and fixing well shaft, small attachment force with cement, bad stability of perfusion fixing technology, uneasy operation, mine shaft rotating or moving in working and bad safety are conquered.