The invention relates to a gas turbine generating coke oven gas comprehensive purification system and a purification method thereof. The gas turbine generating coke oven gas comprehensive purification system is characterized in that coke oven gas in a gas pipe enters into a gas turbine by virtue of a desulphurization system, a compressor filtering system and a coal oven gas filtering system sequentially, wherein the desulphurization system is formed by connecting four dry desulphurizing towers on the gas pipe in parallel, and the compressor filtering system is formed by connecting four compressor filters on a first gas pipe from the desulphurization system in series; and the purification method utilizing the coke oven gas comprehensive purification system comprises the following steps of: a, desulphurizing coal oven gas; b, filtering and compressing the coal oven gas obtained by the step a; c, carrying out isobaric warming on the coal oven gas obtained by the step b; d, carrying out primary filtering on the coal oven gas obtained by the step c; and e, carrying out fine filtering on the coal oven gas obtained by the step d, so that the coal oven gas meeting the requirement of a gas turbine is obtained. According to the gas turbine generating coke oven gas comprehensive purification system provided by the invention, on the basis of crude benzene purification treatment, four dry desulphurization towers are additionally arranged, a desulphurization effect is good, the compressor filtering system and the coal oven gas filtering system are optimized, and quality of the coal oven gas is improved.