The invention discloses a high-pressure jet grouting system without grout returning and a grouting method. The high-pressure jet grouting system comprises a drilling-jet integrated drilling machine, adouble-pipe drilling-jet fluid director, an impact extrusion drilling and grouting grout supplying pipe, a jet grouting grout supplying pipe, a grout preparing barrel, a high-pressure jet grouting pump, a grout storage and stirring barrel, an orifice grout collecting basin, a high-pressure pulse grouting pump, a drilling-jet orifice closure and a double-pipe drilling-jet machine tool; the upper part of the double-pipe drilling-jet fluid director is connected with a vertical shaft of a power head of the drilling-jet integrated drilling machine, the lower part of the double-pipe drilling-jet fluid director is connected with the top of a double-pipe piston drill pipe, and the bottom of the double-pipe piston drill pipe is connected with the double-pipe drilling-jet machine tool; and the double-pipe drilling-jet fluid director, the drilling-jet orifice closure, the double-pipe piston drill pipe, and the double-pipe drilling-jet machine tool are each provided with two grout supplying channels, and the independent grout supplying channels for impact extrusion drilling and grouting from top to bottom and jet grouting from bottom to top are formed. According to the high-pressure jet grouting system without grout returning and the grouting method, it can be ensured that grout returning, grout leaking and grout gushing at orifices are avoided in the drilling and jet grouting construction processes.