The invention provides a filter combined mounting system and method, and relates to the technical field of air filtering systems of turbine machines. The filter combined mounting system comprises a coarse filter, fine filters, an elastic clamping piece, a porous plate and a fixing assembly. Inner holes of the porous plate sleeve the fine filters. The leeward surface of a coarse filter frame abutsagainst the windward surface of a fine filter frame. The fixing assembly is used for positioning the coarse filter and the fine filters. The elastic clamping piece is used for positioning the coarse filter onto the fine filter frame and is provided with a handle end and a locking end, wherein the handle end and the locking end are formed by bending thin plates. According to the filter combined mounting system and method, the coarse filter and the fine filters share one porous plate and one maintenance channel through the elastic clamping piece; the occupied space is small; a filter chamber iscompact; the investment is saved; and the coarse filter is separately assembled and disassembled.