The present invention relates to a method and a device for enclosed recycling of oil-water-sludge in an oil shale dry distillation system. According to the method, the technology is advanced, equipment investment costs are low, the occupied area is small, the failure rate is low, a highly pure shale oil product and a highly concentrated oil sludge product can be obtained efficiently, and the waste water generated in the purification and concentration processes can be recycled, thereby achieving full enclosure of the device system, greatly reducing the energy consumption, and improving the oil shale dry distillation process in the prior art.