The invention discloses a pyrogenic process-wet process combined metallurgical process for separating aluminum, zinc, silicon and iron from aluminum-zinc-silicon slag generated by producing a hot-dip Al-Zn alloy. The pyrogenic process-wet process combined metallurgical process comprises the following steps of: crushing, grinding and sieving aluminum-zinc-silicon slag; feeding aluminum-zinc-silicon slag powder into a leaching tank to perform acidic leaching; oxidizing leaching liquor to remove iron; and performing organic phase extraction and reverse extraction on iron-removed liquor in sequence to obtain impurity-removed and enriched zinc-containing reverse extraction liquor and electrolyzing the reverse extraction liquor through conventional zinc to obtain a 0# zinc product. Aluminum-zinc-silicon slag particles are subjected to alloy casting to obtain an aluminum-zinc alloy intermediate product which can be used as a production raw material for the hot-dip Al-Zn alloy. The comprehensive recycling method is low in energy consumption, is free of pollution, realizes green smelting, and achieves regenerating valuable metals such as aluminum and zinc.