The invention discloses a dynamic pressure gas anti-thrust bearing with axial direction support, comprising a bearing seat and supporting chaffs. The invention is characterized in that at least three fan-shaped tile fragments evenly distributed in circumferential direction are arranged on the upper end face of the bearing seat; a pre-wedge angle is processed and arranged at one end of each fan-shaped tile fragment which is connected with a supporting chaff; the supporting chaff is a fan-shaped composite chaff composed by a fan-shaped bulge chaff and a fan-shaped plane chaff, wherein, the bulge chaff is arranged above the fan-shaped tile fragment and below the plane chaff. The invention has the advantages that the structure is simple, the manufacture of the fan-shaped plane chaff and the bulge chaff is convenient, the rigidity of the surface of the chaff bearing is even, the advantage of the plane-chaff-type chaff is completely brought into play, and the rigidity can be adjusted by making full use of the self-deformation of the bulge, thus improving the structural rigidity and the dynamic characteristic of the bearing.