A radio frequency signal transceiving method and device thereof are proposed. The method is configured for a radio equipment controller (REC) of a radio frequency signal transceiving device to exchange radio signals between a plurality of Baseband Units (BBUs) and a plurality of Radio Equipments (REs) that respectively connected to a plurality of Remote Radio Units (RRUs), and the method includes but not limited to the step of: receiving a first radio downlink signal at least, generating a first downlink control signal, modulating the first radio downlink signal at least into a first analog downlink signal at a first frequency according to the first downlink control signal, multiplexing the first analog downlink signal and the first downlink control signal into an integrated analog downlink signal, converting the integrated analog downlink signal into an optical downlink signal, and transmitting the optical downlink signal.