The invention relates to a winding device and a winding method thereof. The winding device comprises a rotating assembly which is used for fixing a coil frame to be wound; a servo driver which is usedfor driving the rotating assembly to rotate and performing servo control on the rotating movement; a mechanical arm which is used for guiding the winding position and performing servo control; a numerical control module which is used for automatically controlling the mechanical arm and the servo driver; and a tension pay-off device which is used for winding. The invention provides the winding device and the winding method thereof. Through cooperation of the winding guide device and the tension pay-off device, a wound wire is attached to the coil frame according to a designated path, the rotation of the rotating assembly and movement of the mechanical arm are precisely and synchronously controlled through the numerical control module, and therefore, the winding of a coil of a complex shapeis completed, the winding speed is high, and the precision is high.