The present invention relates to a method and a device for enclosed recycling of oil-water-sludge in an oil shale dry distillation system, comprising: scrubbing and condensing oil shale dry distillation gas at a gathering pipe section, a gas tower section, an air tower section, and a cooling tower section respectively to recycle shale oil section by section; using a separator at an outlet of each section to purify and collect the shale oil, while purifying and recycling scrubbing/cooling water; using multistage dedusters to remove oil sludge entrained in an oil-water product; using an oil sludge collecting tank and a filter after the deduster to concentrate and recycle an oil sludge; and using cyclones before and after the gas tower section to remove aerosol particles and water drops entrained in circulatory gas. Advantages include: low equipment investment costs, small occupation area, low failure rate, a highly pure shale oil product and a highly concentrated oil sludge product, and recycled waste water generated in the purification and concentration processes, 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.