The invention discloses a self-adaptive filtering method and device and a storage medium thereof, and the method comprises the steps: newly building a step length factor (n) in a loop iteration process, controlling the step length factor through an instantaneous error, enabling the step length factor to give consideration to the convergence speed and a steady-state error, achieving the balance between the convergence speed and the steady-state error, and obtaining a rapid convergence speed and a small steady-state error. In addition, the step length factor shape parameter (n) and the step length factor range parameter (n) are updated, so that the defects that the adaptive filtering method is influenced by noise and the step length is changed too quickly in an adaptive steady-state stage are overcome; and the relationship between the step length and the error is called to further optimize the contradiction between the step length and the error.