A cutting longitudinal swaths grain harvesting and baling combine, includes a grain cutting and conveying system, a threshing and separation system, a grain cleaning apparatus, a grain collection and holding system, a straw compression and baling apparatus, a chassis travelling system, and a driving system; when the combine is harvesting grain in fields, the stalks are cut and conveyed to the threshing and separation system by the grain cutting and conveying system; the threshed and separated straw is compressed and baled by the straw compression and baling apparatus; the threshed and separated grain is cleaned by the grain cleaning apparatus; and the cleaned grain is conveyed by the grain collection and holding system to a grain storage bin. The combine can achieve harvesting of grain such as rice and wheat as well as compression and baling of threshed straw, having advantages of high working efficiency, stable performance, a simple process, and being time and labor saving.