The invention relates to a dry-type transformer coil and a winding method thereof. An inner coil of a cross-over coil is separated from an outer coil througha first separating block to form a first air path. The adjacent inner coils of two cross-over coils are separated througha second separating block. The adjacent outer coils of the two cross-over coils are separated through a third separating block to form a second air path. The first air pathcoordinately interacts with the second air path effectively and quickly dissipates the heat produced in the operation of the cross-over coils, thereby improving the operational reliability of the dry-type transformer and increasing the service life of the dry-type transformer. Compared with traditional dry-type transformer coils, the voltage between the coils is extremely reduced. According to the dry-type transformer coil and the winding method thereof, the heat dissipation abilityis effectively improved, operation can be safe and reliable, therebyreducing the voltage between the coils, lowering the overall height and achieving the purpose of saving materials.