The invention provides a segmented filling mining method for a fully mechanized coal mining face of a coal mine. The method comprises the steps that the separation wall distance is determined according to fully mechanized coal mining face mine pressure actual measurement data, the separation wall supporting strength and size are determined according to the roof pressure, coal mining operation is carried out in a segmented mode based on a fully mechanized coal mining face, after the coal mining operation is pushed to the distance of the separation wall distance in the current stage, a filling hanging bag is fixed to the rear side of a support used for the coal mining operation, the filling hanging bag is filled with materials, and therefore a separation wall is constructed, a roof on solidcoal can be effectively supported by the constructed separation wall before the fully mechanized coal mining face is pushed to roof pressure, and roof collapse is prevented. After the separation wallin the current stage is solidified, filling of a goaf behind the separation wall and coal mining operation in the next stage can be carried out at the same time, mutual influences of filling of the goaf behind the separation wall and coal mining operation are greatly reduced, and the coal mine filling and mining pushing speed is effectively increased.