The invention relates to a comprehensive recovery method of zinc oxide fume dust. The method comprises the following steps: 1. performing alkali-washing on zinc oxide fume dust with Na2CO3 and NaOH in different stages: in the first stage of alkali wash, evenly mixing the zinc oxide fume dust and solid Na2CO3, adding water, stirring at high speed to dissolve the solid into solution with slag, and filtering to obtain first-stage alkali wash liquid and alkali wash slag; in the second stage of alkali wash, adding solid Na2CO3 and NaOH into the first-stage alkali wash slag, adding water, stirring to dissolve the solid, regulating the pH value, and filtering to obtain second-stage alkali wash liquid and alkali wash slag; and carrying out neutral leaching on the second-stage alkali wash slag, purifying and electrodepositing to obtain electric zinc; 2. leaching, displacing and the like to process the low temperature purified slag to obtain sponge cadmium; and 3. processing acid leached slag to obtain coarse indium, using high-temperature high-acidity leached slag as the raw material for recovering lead, and using alkali wash liquid for recovering thallium. In the invention, metals in ZnCl2, ZnF2 and PbCl2 form carbonate solid slag, chlorine and fluorine are dissolved in solution in the form of sodium salts, the slag and the liquids are respectively processed subsequently, and the products in every stage are refined processed to comprehensively recover zinc, cadmium, lead, thallium and indium.