At present, domestic cotton stalk crushing and residual film recovery machinery is characterized by lack of self-propelled models, poor combined operation performance, low production efficiency, poor film and stalk separation, low cotton stalk baling density and baling rate, low residual film collecting ratio, low residual film packaging density and baling rate, therefore a self-propelled combined operation machine for cotton stalk baling and residual film packing was designed. It was made up of the steering axle, front drive axle, hydraulic system, cab, frame assembly, power assembly, residual film collection and packing assembly, and cotton stalk crushing and baling assembly. The frame assembly was of upper and lower structure, i.e., including the upper frame and lower frame, and the cotton stalk crushing and baling assembly, cab, drive axle, power assembly, residual film recycling and baling assembly and steering axle were mounted on the frame from front to back in sequence. Cotton stalk crushing and baling assembly included cotton stalk crushing device, cotton stalk lifting device and cotton stalk baling device. Residual film collecting and packaging assembly included residual film picking device, residual film conveying device and residual film packing device. Hydraulic system included running system and working system, and the machine used fully hydraulic drive, which can collect and control the operating parameters of cotton stalk crushing, conveying and baling, and residual film picking, conveying and packaging for real-time, so as to avoid the occurrence of faults and improve the performance of the machine. Double screw Y-type blade cotton straw crushing device, scraper conveying device with front and rear dials and piston type cotton stalk baling device were used for cotton stalk crushing and collecting. Spiral discharge device, adjustable height loosening teeth, nail type film pickup device and coreless roll residual film packing device were used for residual film collecting and packing. It can achieve the separation of film and stalk, stalk crushing, stalk conveying and compressed baling, film pickup, film conveying, and packing at the same time. Field tests showed that when the operating speed was 7~10km/h, the depth of the loosening film tooth was 40~60mm, and the surface state of the packing belt was rough and the linear speed of the packing belt was 1.2m/s, the straw loss rate was 3%, the qualification rate of cotton stalk chopping was 97%, the average density of the stalk bale was 120kg/m3, the balling rate of stalk was 98.5%, the residual film collecting ratio was 90%, the average density of the residual film bale was 110kg/m3, the balling rate of the residual film was 99%, the separation ratio of cotton stalk and residual plastic film was 90%, the operation efficiency was 1.4hm2/h. The research result can provide effective equipment for the centralized treatment and reuse of stalk and residual film.