A hollow fiber nanofiltration membrane system and its control method are provided. The system includes a water feeding system, a return system, a hollow fiber nanofiltration membrane group, a water production system, a cleaning system, a dosing system and a program control system. Through the self-matching, self-adaptation and self-adjustment functions of the program control system, an intelligent and accurate operation control is formed according to water quality and operation condition. In the control method, the program control system presets an operation mode according to a preset working condition and an inlet water quality, automatically selects whether to add the scale inhibitor or perform concentrated water return at a beginning of filtration, automatically outputs a dosage of the scale inhibitor or the concentrated water return flow, and monitor a change of the inlet water quality, and the feedwater pressure or a transmembrane pressure in real time.