The invention belongs to the field of metal material molding and processing, in particular relates to a mill array for producing an ultra-fine crystal bar and a milling method thereof. The milling method comprises the following steps: a coarse milling section, a middle milling section and a finish milling section with a water penetration cooling section at the rear are continuously milled without twist, mills are horizontally and alternately arranged, wherein a post finish milling section is arranged in front of the finish milling section, and water penetration cooling sections are respectively arranged at the rear of the middle milling section and / or the finish milling section. The mill array has strong temperature control capability and effectively solves the problem that the temperature control capability of the prior bar milling lines is insufficient; an ultra-fine crystal bar is milled at low temperature, can be controlled to be cooled after being milled in the middle middling section and the preliminary finish milling section and can be controlled above a transformation point in the finish milling section; heavy draught cumulation deformation is adopted to induce the phase change of ferrite, after being milled, the ultra-fine crystal bar mill can be controlled to be cooled to keep fine crystal left, and organizations which are fined into 3 mu m and use the ferrite as a base body are obtained, thus the strength of the steel can be increased by at least one level through the effects of fine crystal reinforcement and phase change reinforcement without the necessity of adding an alloying element.