The invention discloses an X-ray fluorescence spectroscopy on-line detecting method for heavy metals in industrial ambient air. The industrial ambient air is subjected to continuous sampling by utilization of a sampling pump. Particles in the air are subjected to diameter cutting through a diameter cutter head. The heavy metals in the air are enriched by utilization of a tape air filtering membrane. An advanced energy dispersive X-ray fluorescence (EDXRF) analysis system is adopted to collect a filtering membrane background spectrum and an enriched-sample spectrum. Influences of tape base elements on detection are eliminated by utilizing a background deduction method. Inversion of concentrations of the heavy metals in the air is achieved by adopting an algorithm for least-squares fitting. Multi-element on-line automatic measurement of heavy metal pollution in the industrial ambient air is achieved.