The invention provides a method for comprehensively recycling valuable metals from lead anode slime by oxygen pressure treatment, which is characterized in that oxygen pressure alkali dip, potential-controlled chlorination leaching, fractional hydrolysis and other techniques are utilized to efficiently separate and recycle As, Sb, Bi, Cu and other valuable metals from lead anode slime, and gold, silver and lead enriched residues are transformed and subjected to fire smelting-electrolytic refining to recycle gold, silver and lead. By combining wet-process pretreatment for separating base metals with the pyrogenic process, the technique provided by the invention can efficiently remove arsenium contained in the fresh complex lead anode slime without losing lead, fundamentally solves the problem of lead and arsenium hazards and reduces the loss of valuable metals in the process; and the invention has the characteristics of strong adaptability to raw materials, high efficiency, high cleanness, low comprehensive energy consumption, high gold and silver yields, high enrichment ratio of valuable metals, high industrialization degree and the like, is simple to operate, and simultaneously implements closed-loop regenerative cycle and no pollutant waste discharge in the process. The gold yield is higher than 99.5%, the silver recycling rate is higher than 99%, the lead yield is higher than 98%, and the yield of other valuable metals is higher than 98%. The invention can independently form a system, and can also be used for improving and perfecting the pyrogenic process, thereby having high popularization value.