The invention discloses open pit coal mine self-moving-type continuous coal mining and loading equipment and an arrangement method thereof. The open pit coal mine self-moving-type continuous coal mining and loading equipment is characterized in that the open pit coal mine self-moving-type continuous coal mining and loading equipment comprises a caterpillar truck, a coal falling machine, two cutting rollers and a transporting chain; the two cutting rollers are concentratedly arranged in the middle of the coal falling machine, connected with the coal falling machine, and arranged in a vertical mode; a certain distance is formed between the end faces, close to the coal wall side, of the two cutting rollers, and a mined coal wall is divided into a step shape; the coal falling machine is located on the caterpillar truck and is in rigid connection with the caterpillar truck. The transporting chain is located on the lower portion of the coal falling machine and is in rigid connection with thecoal falling machine. A working face is mainly formed by arranging a self-moving-type mining and loading machine, a working face transferring belt and a working face rubber belt conveyor. The open pit mine self-moving-type mining and loading machine can achieve continuous mining and loading work of coal seams of different hardness. Technological arrangement is conducted in single-step arrangementand multi-step arrangement modes according to the thicknesses of the coal seams, and the equipment and the arrangement method can adapt to the coal seams of different thicknesses and meanwhile have high adaptability to different complex environments under open pits.