The invention relates to a bidirectional close cross-linking device and a cross-linking method thereof, and belongs to the technical field of radar equipment application. The bidirectional close cross-linking device is composed of a target indicating radar, a guidance station and the like; a target indicating radar networking port is connected with a radar serial port server network port; data istransmitted between a radar optical modem connected with a radar serial port server high-speed serial port and a guidance optical modem of the guidance station through an optical fiber, and the guidance optical modem is connected with a guidance serial port server high-speed serial port; data is transmitted between a radar modem of a radar serial port server low-speed serial port and a guidance electric modem through a covered wire, and the guidance electric modem is connected with a guidance serial port server low-speed serial port; a guidance serial port server network port is connected witha guidance station networking port; a target indicating radar optical network port transmits data with a commanding and coordinating vehicle optical network port through an optical fiber. By means ofthe nine steps, bidirectional close cross-linking between the target indicating radar and a surface-to-air missile weapon system is achieved, and the air-defense, anti-missile and anti-stealth comprehensive combat capability of the surface-to-air missile weapon system is improved.