A scanning electron microscope with a composite detection system and a specimen detection method. The scanning electron microscope includes a composite objective lens system including an immersion magnetic lens and an electro lens, configured to focus an initial electron beam to a specimen to form a convergent beam spot; a composite detection system located in the composite objective lens system; and a detection signal amplification and analysis system. A magnetic field of the immersion magnetic lens is immersed in the specimen; the electro lens is configured to decelerate the initial electron beam and focus the initial electron beam onto the specimen, and separate BSEs from a transmission path of an X-ray; the composite detection system is located below an inner pole piece of the immersion magnetic lens, is located above the control electrode, and includes an annular BSE detector and an annular X-ray detector that have a same axis center.