The invention discloses a main and auxiliary integrated fault locating method and system based on a gradient descent algorithm. In the fault locating method, the fault locating of a main and auxiliaryintegrated network model is realized based on the gradient descent algorithm, and meanwhile, based on the above method, a fault locating system composed of a data acquisition module, an analysis module and an accuracy evaluation module is constructed. The method is verified by an IEEE standard 33-node topology example. The example is to simulate the grid fault, calculate and preprocess multi-dimensional data measured by each node through the data acquisition module, establish a multi-layer neural network by using a neural network gradient descent algorithm idea, select an appropriate excitation function for nonlinear excitation, optimize the accuracy of model locating based on the gradient descent algorithm, and provide a fault branch locating result in a fault locating calculation module. The example simulation shows that the branch where the fault occurs can be located with high accuracy. The fault locating method effectively locates the branch of a grid where the fault occurs, provides an effective decision basis for the operation and repair of the grid, and reduces the economic losses.