The invention relates to coal mining equipment and method which use a gangue filling method to manage a roof, in particular to a pneumatic gangue combined filling device and coal mining method. The pneumatic gangue combined filling device comprises a track gate road (a material conveying roadway of a stoping working face), a belt gate road (a coal conveying roadway of the stoping working face) andthe stoping working face; and the pneumatic gangue combined filling device is characterized in that a support roof is fixedly installed at the top of the stoping working face through anchor rods, a hanging belt is arranged below the support roof, wherein the head end and the tail end of the hanging belt are connected with the track gate road and the belt gate road, a plurality of hydraulic supports for a coal mine are installed on the front side of the hanging belt in a spaced mode, the hanging belt is fixed behind all the hydraulic supports for the coal mine, and high-pressure wind power devices for blowing gangue conveyed by the hanging belt into a goaf, of the working face, behind tail beams of the supports are each installed on the lower parts of the tail beams of all the hydraulic supports for the coal mine. The problem of full filling of the goaf is solved, the ground depression is reduced, and the lifting transportation pressure is relieved.