The invention relates to a utilization system of sludge indirect thermal anhydration tail gas and an anhydration system thereof. The system is composed of a screw pump (1), a disc anhydration machine (2), a bag filter (3), a condenser (4), an induced draught fan (5), a heat accumulating-type burner (6), an exhaust-heat boiler (7) and a deoxygenator (8). According to the invention, wet sludge with water content being 60-80% is input into the disc anhydration machine (2), sludge steam is extracted by the induced draught fan (5), dust and particles can be removed by the bag filler (3), the sludge steam is introduced into the condenser (4), and the sludge steam becomes condensate liquid and volatile organic compound-enriched exhaust gas, the exhaust gas is introduced into the heat accumulating-type burner (6), and then is oxidized to carbon dioxide and water at high temperature, heat generated by oxidation is sent to the exhaust-heat boiler (7) for producing waste heat steam, then the waste heat steam is injected to the disc anhydration machine (2), and through detection, water content of the anhydrated sludge which is continuously output by the disc anhydration machine is 35-40% in mass percentage. According to the invention, through combustion, dual purposes of environmental discharge and waste heat recycling during a sludge anhydration process can be realized, and steam consumption is reduced by 20-30%.