The invention provides a double-fed type wind power generator and a high voltage crossing device and method thereof. The device comprises an impedance circuit, a switching circuit and a power grid voltage detection device, wherein the impedance circuit is serially connected between a rotor of a double-fed asynchronous generator in the double-fed type wind power generator and a rotor side converter, and is used for providing an impedance; the switching circuit is connected to two ends of the impedance circuit in parallel, and is used for enabling the impedance circuit to be short-circuited when being connected; the power grid voltage detection device is used for detecting the voltage change condition of a power grid connected into the double-fed type wind power generator, and when power grid voltage is detected to rise suddenly, the switching circuit is triggered to become disconnected from connected so as to connect the impedance circuit. Sharp increase and vibration of rotor side current during high voltage crossing can be effectively inhibited, safe operation of the rotor side converter is protected, the high voltage crossing capacity of the double-fed type wind power generator is improved, and stable operation of the power grid is facilitated.