The invention relates to a parallel operation method for tunneling, temporary support, connection net laying, steel strip laying and anchor bolt support in the tunneling process of a coal roadway of acoal mine and a tunneling, supporting and anchoring integrated machine, and belonging to the field of coal mine coal roadway tunneling complete equipment and technical methods. The tunneling, supporting and anchoring integrated machine is characterized by being composed of a tunneling and supporting truck, an anchor bolt locomotive and a scraper conveyor; and devices required by coal roadway tunneling cutting, temporary support, connection net laying and steel strip laying are all arranged on the tunneling and supporting truck. According to the roof-cut temporary support parallel operation method, full-length cutting horizontal rollers are adopted, the lower cutting roller protrudes forwards to cut a roof coal roof, the upper cutting roller does not move up and down in the post cutting process, and temporary support is carried out on a newly exposed roof in real time; and all anchor bolt (cable) drilling machines required for roadway anchoring are arranged on the frame type anchor bolt locomotive in sections. The method comprises the steps that in the operation cycle initial state, connection net laying and steel strip laying operation should be completed; firstly, the tunneling and supporting truck advances to execute cutting and temporary support operation, and simultaneously, the anchor bolt locomotive executes anchor bolt support operation in situ; secondly, after the tunneling and supporting truck advances by a preset distance, connection net laying and steel strip laying operation is executed; and finally, the anchor bolt locomotive follows to advance to merge with the tunneling and supporting truck.