The invention relates to a coal mine gas explosion buffering device and a mounting method thereof and belongs to the field of prevention of coal mine gas explosion. The coal mine gas explosion buffering device comprises an expansion pressure-reduction chamber, mechanical blocking modules and motion damping modules. The mechanical blocking modules are arranged in the expansion pressure-reduction chamber, and the motion damping modules are arranged on the inner wall of the expansion pressure-reduction chamber and connected with the mechanical blocking modules. The coal mine gas explosion buffering device has the advantages that heat energy is absorbed, and poisonous and harmful gas is converted catalytically, and the problems of damage of impact waves and the poisonous and harmful gas to facilities and equipment and harm of the impact waves and the poisonous and harmful gas to people at the time of coal mine gas explosion are solved.