Provided is a method for enzymatically converting and producing 9α-hydroxyandrost-4-ene-3, 17-dione, the method comprising the steps of : expressing, in E. coli BL21, an oxidative subunit KshA, a reductive subunit KshB, and a subunit KshC, which has an unknown activity, of 3-ketosteroid-9α-hydroxylase derived from Mycobacterium sp. strain VKMAc-1817D, and identifying KshC as an oxidative subunit with a much higher enzymatic activity than KshA; expressing a formate dehydrogenase FDH by using BL21/pET-28a(+)-fdh constructed in the present laboratory, by using KSH (KshB+KshC) and the crude enzyme solution of FDH engineering strains as a biocatalyst, by using a steroid AD as a substrate and at a reaction temperature of 30℃ and a pH of 7.0; and converting AD under optimal conditions to generate the product 9-OH-AD, wherein within 20 hours, the yield of 9-OH-AD is 4.7 g/L and the molar conversion rate reaches 96.7%.