The invention discloses a micro-nano-fiber yarn spinning device high in spinning efficiency and a spinning process thereof. The spinning device comprises a spinning head, a yarn feeding system, a fiber collection mechanism, a roller twisting mechanism and a twisting mechanism, the spinning head is constituted by a hot air pipeline, a polymer melt pipeline and a cold air pipeline, the yarn feeding system is constituted by yarn and a roller, the fiber collection mechanism is constituted by a receiving curtain, compressing rollers and winding rollers, the roller twisting mechanism is constituted by two roller twisting rolling wheels, and the yarn penetrates through the space between the two roller twisting rolling wheels. The micro-nano-fiber yarn spinning device is reasonable in structure and process design, convenient in practical operation, capable of spinning micro-nano-fibers into the yarn and achieving 360-degree complete cover, in particular to the surface of the yarn and high in fitting rate and work efficiency, redundant nano-fibers can be re-utilized, and the produced yarn has the functions of antisepsis, thermal insulation, sound absorption, filtration, adsorption and the like.