The invention relates to an integrated self-adaptive three-phase dry anaerobic fermentation apparatus and a methane production method thereof. The integrated self-adaptive three-phase dry anaerobic fermentation apparatus comprises an anaerobic tank, an agitator, a sectional temperature control system, an anaerobic fermentation sensor module, and a self-adaptive control center. The anaerobic tank is a cylindrical barrel which is horizontally placed at the inclination angle of 5 to 8 degrees; the agitator comprises a driving mechanism, an agitating shaft, and agitating blades; a heating coil iswound on the outside of the anaerobic tank and divided into three sections according to a proportion, and carries out heating by means of separate hot water inlets, hot water supply valves and hot water outlets; and the anaerobic fermentation sensor module comprises three temperature sensors, three pH sensors, and a methane monitoring sensor. According to the invention,unsegmented sectional reactions are generated by anaerobic hydrolysis,acidolysis and methanation,ordered and continuous fermentation reaction is realized; by real-time monitoring, different materials can be digested, optimal anaerobic fermentation conditions and shortest hydraulic retention time for materials can be found, the organic load rate of the anaerobic fermentation tank is increased, and the hydraulic retention timeof materials is shortened.