The invention relates to a high-density culture process of autotrophic oil-producing microalgae. A fermentation method combining a partition method and a two-step method is adopted, CO2 waste gas discharged from a thermal power plant is used as a carbon source, municipal sewage after living contaminant or miscellaneous algae filtering removal is used as a culture medium, the autotrophic oil-producing microalgae is cultured in a high-density way for growth, perfectly, sea salt is added into the municipal sewage for simulating sea water so that the permeation pressure is increased, the living contaminant or miscellaneous algae pollution is prevented, and the autotrophic oil-producing microalgae is selected from one kind or several kinds of materials from autotrophic chlorella, nannochloropsis salina, botryococcus braunii, chaetoceros gracile, marine green algae, isochrysis galbana, nitzschia closterium, phaeodactylum tricornutum, dunaliella and prism-shaped algae. When the high-density culture process is adopted, high removal efficiency of nitrogen, phosphorus and CO2 can be realized, in addition, the algae concentration, the grease content and the protein content are high, the double effects of environment protection and biological resources production are reached, the operation is simple, convenient and fast, the cost is low, no pollution is caused, social and economic integrated benefits are high, and the high-density culture process is suitable for large-scale popularization and application.