The invention discloses a step-by-step combined welding structure of a rectangular frame with a large length-width ratio and a welding method thereof, and solves the problems that the rectangular steel plate frame with the large length-width ratio is easy to deform and the weld joint flaw detection is difficult. The method comprises the following steps: firstly, welding a rectangular left side plate (3) of the frame with two connecting square stand columns (8) to form a side integrated plate; then, combining the side integrated plate with a long-strip-shaped front side plate (1) and a long-strip-shaped rear side plate (2), after combination is completed, carrying out vacuum electron beam welding on the long-strip-shaped front side plate, the long-strip-shaped rear side plate and the side integrated plate, and finally, arranging a fillet weld (21) between the rear inner side horizontal plane (18) of the stand column and the long-strip-shaped rear side plate (2). According to the method,the connecting square stand columns with the special-shaped cross sections are arranged at the butt joint welding positions of the thin-wall steel plates with the large length-width ratio, traditional manual argon arc welding is replaced with vacuum electron beam welding, only the fillet weld is reserved at the inner side corner, and the special-shaped connecting columns are arranged, so that detection of weld joint flaw detection is greatly facilitated.