The invention discloses a method and a system for recovering an oil agent in a production process of polyvinyl alcohol fibers. The method comprises the steps of sequentially carrying out microfiltration, ultrafiltration and reverse osmosis filtration on an oil-containing water solution, which is intermittently discharged by an oil bath system, by using a coarse filter, a ceramic membrane filter and an organic membrane filter, recycling a concentrated solution in the oil bath system, and other treatment processes. The method and the system can be used for recovering most of the oil agent in the production process of polyvinyl alcohol fibers, thus reducing the consumption of the oil agent and reducing the pressure of sewage treatment. The method and the system adopt a way of three-stage filtering, thus increasing the filtering efficiencies of the three filters, prolonging the service lives of the filters and lowering the maintenance costs of the filters.