The invention relates to a method for improving the efficiency of a closed steam engine. A steam power circulation of a power plant is composed of a water pump or energy-saving water feeder, a boiler,an air cylinder and piston (pressed movement unit) closed engine and a condenser. The method for improving the comprehensive efficiency of the heat engine includes the steps that the rotating speed of the engine is reduced, specifically, the rotating speed of the engine air cylinder and piston (or pressed movement unit) closed engine is reduced, after the engine rotates at low speed, work is output by an output shaft, or a low-rotating-speed power generator is connected or a gearbox is connected, and work is applied after the rotating speed is increased. The lower the air cylinder and piston(or pressed movement unit) closed engine is, an exhausted working medium with incomplete work applying is reduced along with reduction of the rotating speed of the engine, thus, energy losses are reduced, the lower the rotating speed of the engine is, the lower the friction force between an air cylinder and a piston is, and the energy losses are further reduced.