The invention discloses a device for changing a closed fuse under 10kV uninterrupted power supply and a changing method thereof; and an upper-layered wire is upon the closed fuse and a lower end wire connected with a transformer is below the closed fuse. The device comprises a drainage wire hanging part, an insulating tool fixed on the periphery of the closed fuse, and a drainage wire which is fixed on the insulating tool, and one end of the drainage wire is connected with the drainage wire hanging part and the other end thereof is connected the lower end wire. The method comprises: installing the insulating tool on the periphery of the failure closed fuse; fixing the drainage wire on the insulating tool, measuring the hanging point on the upper-layered wire and the lower end wire, confirming that the drainage has no obstacle, and disconnecting the upper end and the lower end of the closed fuse; then changing the closed fuse; and finally, connecting the upper end and the lower end of the closed fuse, and removing the drainage wire and the insulating tool. The invention realizes the change of a closed fuse under 10kV uninterrupted power supply and provides stable power supply for users.