A method for extracting mogroside and water-soluble dietary fiber free of pesticide residue simultaneously comprises the following steps that (1) momordica grosvenori is washed and juiced, pomace is rinsed, and an extraction solution is obtained; (2) boiling, cooling and centrifugation are performed, and centrifugate is obtained; (3) an effluent is collected by aluminum oxide and an activated carbon chromatographic column which are connected in series front and back; (4) ultrafiltration membrane filtration is performed, and a trapped fluid and a permeate liquid are collected respectively; (5) nanofiltration and concentration are performed: an ultrafiltration liquid is filtered by a nanofiltration membrane, the trapped fluid and the permeate liquid are collected respectively, a nanofiltration trapped fluid is concentrated and dried, and the mogroside free of pesticide residue is obtained; the nanofiltration trapped fluid and the ultrafiltration trapped fluid are combined, concentrated and dried, and the momordica grosvenori water-soluble dietary fiber free of pesticide residue are obtained; the mogroside and water-soluble dietary fiber products are free of pesticide residue, the content of glucoside V reaches 90.6%, and the yield reaches 96.3%; the purity of the water-soluble dietary fiber reaches 95%, and the yield reaches 91%; the method is simple, the operation is simple and convenient, and the method is suitable for industrialization production.