The invention provides a high-voltage direct current transformer based on a capactive voltage dividing structure and a control method thereof. The high-voltage direct current transformer comprises a series connection capacitor group and an auxiliary circuit, and is characterized in that the series connection capacitor group at least comprises a voltage dividing capacitor C3 and an output capacitor C4; the auxiliary circuit comprises an inductor L3, a switch S3 and a switch S6, wherein the switch S3 and the inductor L3 are connected in series and then connected to two ends of the voltage dividing capacitor C3 in parallel; when the switch S3 is disconnected, the inductor L3 is connected to two ends of the output capacitor C4 in parallel through the switch S6; and the two ends of the output capacitor are connected to a DC low voltage side in parallel, and two ends of a voltage dividing capacitor C1 and the output capacitor C4 are connected to a DC high voltage side in parallel. According to the invention, DCDC conversion is realized by adopting a capacitive voltage dividing and reducing output principle, and sequential transmission of energy among the series connection capacitors is realized through a method of stabilizing voltage of each capacitor by means of controlling a closed loop, thereby realizing a purpose of outputting stabilized voltage.