The invention provides a low-shrinkage finely-rolled threaded bar pre-stressed anchoring system which comprises a threaded bar, a tensioning end nut, a tensioning end anchor bearing plate, a spiral rib, a corrugated pipe, cement paste, a fixed end anchor bearing plate, a fixed end nut, a grouting pipe and an exhaust pipe, wherein a conversion thread sleeve with internal and external threads is arranged between the finely-rolled threaded bar and the tensioning end nut, the internal threads of the conversion thread sleeve are matched with the rolled coarse threads of the finely-rolled threaded bar, and the refined external threads of the conversion thread sleeve are finely matched with the tensioning end nut. In an assembly state, the conversion thread sleeve is screwed on the finely-rolled threaded bar; the tensioning end nut is screwed on the conversion thread sleeve through threaded fit; the tensioning end nut is jointed with the tensioning end anchor bearing plate; and after tensioning, pre-stress is transferred into a concrete structure through the tensioning end anchor bearing plate. According to the system, by adopting a secondary tensioning process or a primary tensioning process, the problems that the precision of the rolled coarse threads of the finely-rolled threaded bar is poor and the shrinkage loss is large and non-constant after tensioning and anchoring are eliminated, and thus the pre-stress effect and the structure safety are guaranteed.