The invention discloses a method and system of using a compound ionic liquid to simultaneously remove water and carbon dioxide in a gas phase. The method comprises following steps: introducing gas tobe processed and a compound ionic liquid taken as an absorbent into an absorbing-separating device from the gas phase inlet and liquid phase inlet of the absorbing-separating device; and contacting the gas with the compound ionic liquid in a counter-current mode or a cross-current mode to remove water and carbon dioxide in the gas at the same time; wherein the compound ionic liquid comprises at least one ionic liquid and a nonionic liquid solvent. The absorbing-separating device can be a high-gravity machine, a packed tower or a spray tower; the water removal and carbon dioxide removal are integrated, the equipment investment, occupied space, and energy consumption are reduced; the absorbing-separating device is used to enhance the water-removing CO2-removing equipment, the water-removingand CO2-removing effect is greatly enhanced; the equipment volume is effectively reduced; moreover, the ratio of the ionic liquid to the nonionic liquid solvent can be adjusted according to the actualneeds, and the energy consumption can be further reduced.