The modification method for the gas density relay, the gas density relay with the online self-check function and the check method thereof provided by this application are used for high-voltage and medium-voltage electrical equipment, including a gas density relay body, a gas density detection sensor, a temperature regulating mechanism, an online check contact signal sampling unit and an intelligent control unit. Regulate temperature rise and fall of the temperature compensation element of the gas density relay body through the temperature regulating mechanism, which leads to a contact action of the gas density relay body, the contact action is transferred to the intelligent control unit through the online check contact signal sampling unit, and the intelligent control unit detects the operating value and/or return value of the contact signal of the gas density relay body based on the density value at the time of contact action. The gas density relay check can be completed without maintainer at the site, so as to realize free maintenance, greatly improve the reliability of power grid, increase work efficiency and reduce the cost.