The invention discloses an electro-hydraulic compound penetration device for a horizontal subsea tree system. A shell inner cavity of a penetration device main body has the same diameter with a through hole in a tree body and is communicated with the through hole; an electric male joint and a hydraulic male joint are installed in a support frame in the shell inner cavity; a piston rod is arranged at the other end of the shell inner cavity; a dustproof cover, an input tube joint and an electric joint are arranged on the outer circle of the middle section of the penetration device main body, and multiple channels are arranged in the piston rod; the other end of the piston rod is in threaded connection with an internal thread driving shaft, a thrust bearing is arranged on the outer circumference of the internal thread driving shaft, the thrust bearing is provided with a retaining collar and a bearing retainer respectively, and the bearing retainer is in threaded connection with an inner lining; and a plurality of anti-rotating keys II are uniformly distributed on the inner lining in a peripheral direction. The device disclosed by the invention is reliable in performance, and capable of effectively ensuring that setting and recovering operations for an oil tube hanger system can be carried out smoothly.