The invention discloses a high-speed rail comprehensive energy utilization system experiment platform and an experiment method thereof. The experiment platform comprises an equivalent traction power supply system, left and right equivalent locomotives, a back-to-back converter device, an energy storage device, a new energy power generation device, an inversion feedback device and a control system.The experiment method comprises the following steps: preparing the experiment platform; enabling the equivalent locomotives to simulate a traction working condition and a regenerative braking workingcondition to enable the equivalent traction power supply system to be in a power consumption or return power working condition; when the equivalent traction power supply system is in the power consumption working condition or a return working condition, controlling the load transfer process of the back-to-back converter device to happen; carrying out the discharging or charging process of the energy storage device; carrying out the discharging process of the new energy power generation device or the discharging process of the inversion feedback device. The method can simulate energy storage,inversion feedback utilization and new energy consumption of regenerative braking energy of the high-speed rail traction power supply system, can be used for energy management strategy and control method verification of the energy storage device, the inversion feedback device and the new energy power generation device, and is low in cost and convenient to improve and optimize.