The invention provides a liquefied gas closed sampling system and method thereof. The liquefied gas closed sampling system is characterized in that a liquefied gas storage tank is connected with an exportation pipeline connected to the liquefied gas storage tank, a first interface of a sampling pipeline is connected with the exportation pipeline, a connector is arranged on the sampling pipeline, a first sampling valve is arranged on the sampling pipeline on one side of the connector close to the liquefied gas storage tank, a second sampling valve is arranged on the sampling pipeline at the other side; a second interface of the sampling pipeline is connected with an air inlet of a sampler, an air outlet of the sampler is connected with a movable connector at one end of a first metal flexible pipe; the other end of the first metal flexible pipe is connected with a first exhausting pipeline, an exhausting valve is arranged on the first exhausting pipeline; and the first exhausting pipeline is connected with an exhausting system. The sampling system can discharge superfluous liquefied gas to the exhausting system during a whole sampling process, and does not generate pollution on environment, operation is simple, and operation security is increased.