The invention discloses a split shield tunneling machine hydraulic pushing control valve set convenient to assemble and a control method thereof. The control valve set comprises a valve block base; atotal oil inlet way and a total oil discharge way are arranged on the valve block base; the total oil inlet way comprises a first oil inlet way and a second oil inlet way; a head connection control block is connected between the first oil inlet way and the second oil inlet way; and a control connection control block is arranged on the second oil inlet way. The head connection control block comprises a proportional pressure reducing valve connected between the first oil inlet way and the second oil inlet way; and the proportional pressure reducing valve can adjust the oil supply pressure to realize stepless pressure adjustment. The control connection control block comprises a control connection cartridge valve connected with the second oil inlet way and a control connection three-way electromagnetic reversing valve; the control connection three-way electromagnetic reversing valve can control connection or disconnection of the control connection cartridge valve; and the number of the control connection control block can be selected according to actual demands. The control valve set can reduce the length and save the mounting space, and is convenient to maintain faults and high in interchangeability.