In order to clarify the removal effects of total phosphorus (TP), total nitrogen (TN) and chemical oxygen demand (COD) in river-type natural wetlands in the grassland, the Hailaer River wetland was studied. The changes of TP, TN and COD in the inlet (Taohai section) and the outlet (Cuogang section) during 2010-2015 were analyzed. The removal effects of TP, TN and COD in wetlands in different months were analyzed, and the mechanism of pollutant removal was discussed. The results showed that the coefficients of variation of TP, TN and COD in the Taohai section were 0.51, 0.73 and 0.39, respectively, and in the Cuogang section were reduced to 0.36, 0.43 and 0.38. The removal rates of TP, TN and COD in Hailaer River wetland were 26.67%, 20.90% and 8.74%, respectively. At present, the load of TP, TN and COD in wetland inflow had not exceeded their purification capacity. During the snowmelt period (May) and summer rain period (August to September), the wetland had lower removal of TP and TN . During the weak surface runoff period (January to March, October to December), the TP, TN and COD were highly removed. The removal of TP by wetland was mainly by bio-assimilation and soil adsorption during ice-thaw period, and by soil adsorption and precipitation during freezing period. The removal of TN by wetland was mainly by nitrification and denitrification and biological assimilation in ice-melting period, followed by sediment adsorption and biological assimilation in freezing period. The removal of COD in wetlands was mainly due to microbial degradation and soil adsorption.