A comprehensive utilization method for valuable elements in hydrometallurgical slag of laterite nickel ore, comprising the following steps: S1. placing an iron-aluminum slag produced by laterite nickel ore hydrometallurgy in a tube furnace, and introducing an HCl gas stream for a one-stage distillation at 185-290°C to obtain a one-stage distillation tail gas and a one-stage distillation residue; and condensing the one-stage distillation tail gas to obtain anhydrous AlCl₃; S2. introducing an HCl gas stream to the one-stage distillation residue for a two-stage distillation at 320-500°C to obtain a two-stage distillation tail gas and a two-stage distillation residue; and condensing the two-stage distillation tail gas to obtain anhydrous FeCl₃; S3. subjecting the two-stage distillation residue to a leaching treatment by using a leaching solution to obtain a leaching residue and a leaching solution; subjecting the leaching solution to a scandium precipitation treatment to obtain a scandium precipitate and a de-scandiumed liquid; S4. adjusting the pH value of the de-scandiumed liquid to obtain an MHP. The obtained aluminum, iron, and scandium products have high purity and high recovery.