The invention provides a continuous pneumatic waste filling coal mining system which comprises protection brackets, a coal mining machine, a pneumatic waste filling device and a blocking device. Each protection bracket comprises a walking device, a front support and a rear support. The coal mining machine is arranged below the front supports. The multiple protection brackets are arranged in the forwarding direction of the coal mining machine side by side. The pneumatic waste filling device is horizontally and movably arranged below the rear supports and comprises a pneumatic conveying device and a pneumatic pressurizing device, wherein the pneumatic conveying device is used for conveying waste rock, and the pneumatic pressurizing device is communicated with the pneumatic conveying device and used for adjusting the conveying force of the pneumatic conveying device. The blocking device is arranged below the pneumatic waste filling device and used for blocking waste rocks in a filing area. The blocking device is connected with the walking devices through telescopic devices. The continuous pneumatic waste filling coal mining system can solve the problem that in the prior art, a pneumatic filling system is weak in pneumatic conveying capacity and low in waste filling efficiency.