The present invention provides a closed-ring feedback control fiber amplifier and a feedback control method thereof. The circulator, the narrow bandpass filter, the doped fiber, the wavelength division multiplexer, the fiber reflector and the pump laser of the amplifier form an optical structure, one output, connected with the circulator, of a beam splitter is the output end of the amplifier, the other output of the beam splitter is connected with a monitoring port, and the monitoring port is connected with the photoelectric detector of the electric control assembly. The photoelectric detector, the peak-holding circuit, the AD module, the microprocessor, the DA module and the pump drive circuit of the electric control assembly are connected in order and then are connected with a pump laser. The microprocessor obtains controlled quantity through feedback signals and controls the feedback of the pump laser. The feedback control method comprises: I, averaging the N times of the feedback signal sampling to be a stable value AD0; II, averaging the N times of the sampling to be a transition value ADk, obtaining the current control amount of the pump driving circuit according to the two relative errors; and repeating the execution of the step II. The disturbance is effectively inhibited, and the amplifier is high in gain, low in noise and high in stability.