The invention discloses a composite energy comprehensive utilization system of a high-rise building and a control method thereof. A rainwater storage tank, a wind turbine generator, a solar cell battery, a solar energy heat collection plate and a hot water tank are arranged on the roof of the high-rise building; rainwater and sewage power generation adopts a two-stage power generation mode and a water tank type power generation mode, the problem of discontinuous power generation of the system is effectively solved, and the energy recovery utilization rate of the high-rise building is improved; a water tank can achieve domestic sewage disposal, the jamming rate and failure rate of rainwater and sewage power generation are effectively lowered, wind energy, solar energy, rainwater and domestic sewage mechanical energy are efficiently and comprehensively utilized, stable power is provided for the high-rise building, and continuous heating and domestic hot water can also be provided for the high-rise building. The operation control mode in winter, summer, spring and autumn is adopted, so that all-weather heating is ensured; and various controllable valves and controllable switches are used for controlling the system, the structure is simple, operation is reliable, and transformation of an existing high-rise building is facilitated.