The present invention discloses a particulate matter composite collecting system, wherein the inlet of a main gas discharging pipe is fixedly connected to the outlet of an engine gas discharging pipe in a sampling system, the outlet end of the main gas discharging pipe is fixedly connected to a filter, and the inlet end of a branch gas discharging pipe is fixedly connected between the engine gas discharging pipe of the main gas discharging pipe and the filter, and is communicated to the main gas discharging pipe. According to the present invention, the system mainly comprises a mode switching module I, a particulate matter classification module II and an ash collection module III; and with the application of the mode switching module to select the operation mode and the working mode, the particulate matters having different particle sizes and the ash contained in the particulate matters can be collected, and the collecting time can be flexibly controlled.