The invention relates to a modularized energy feedback traction power supply device and a control method thereof, wherein, the device comprises a multi-winding transformer, a plurality of PWM rectifier units and a central controller, wherein, the multi-winding transformer is provided with a primary winding and a plurality of secondary windings, and all of the secondary windings have the same connecting mode; each secondary winding of the transformer is connected with a PWM rectifier unit; the direct-current outputs of all the PWM rectifier units are connected to a direct-current bus of the general power supply device in serials. Double closed-loop control of voltage and current is adopted; an outer loop of direct-current voltage is arranged on the central controller and an inner loop based on synchronous rotating frame is arranged on each PWM rectifier unit. The power supply device is remarkably characterized by easy modularization, large capacity, bipolar energy transmission, high power factor, small current harmonic wave and stable direct-current voltage.