The invention discloses a shale gas mining device and method with combination of laser and water jet technologies. The device mainly comprises a laser head, a water jet gun head and others. The laser head can emit controllable energy lasers, the water jet gun head jets active liquid to the surface of shale, the lasers are utilized for heating the active liquid to generate local temperature rise and thermal reaction liquid, an explosive chemical reaction is carried out in the liquid to generate high pressure to crash the shale, shale particles are smaller, and more shale gas is released. In this way, the shale is crashed rapidly, and the shale gas is efficiently obtained. The method can replace a hydraulic fracturing shale crashing mode used in the prior art, in this way, working efficiency can be substantially improved, and the shale gas can be efficiently mined. The active liquid for usage does not contain a chemical reinforcing agent and other contamination reagents, and will not cause water pollution, chemical pollution, methane pollution and other environmental problems.