The invention relates to a dry type pneumatic rock drilling pile-driving machine and a working method thereof. The pile-driving machine is characterized in that the pile-driving machine consists of a pile frame, an upper power head, a screw drill rod, a lower power head, a steel pile casing, a pneumatic down-the-hole hammer, a 30-60 m<3> air compressor and a high-pressure gas transmission pipe. The working method is characterized by comprising the steps of: firstly, installing equipment; secondly, crushing the rock by the pneumatic down-the-hole hammer, and discharging the crushed soil mass and rock ballast out of a pile hole from a slag outlet by using a helical blade; and thirdly, protecting the walls of a construction soil layer, a sand layer and a cobble and gravel layer by using the steel pile casing. Compared with the prior art, the invention has the advantages of high rock drilling speed, dry type and environment-protection construction, clean construction site, and no mud pollution in rock drilling and pile pouring construction.