The invention relates to a device for producing high-purity oxygen and krypton-xenon concentrate from the liquid oxygen of a krypton and xenon-containing mixture and application thereof. The device comprises a first stage rectification tower and a second stage rectification tower, wherein a plurality of blocks of tower plates are arranged in the first stage rectification tower; a raw material inlet, namely a liquid oxygen inlet, is arranged on the side of the first stage rectification tower; a condensation evaporator is arranged at the top of the first stage rectification tower; a reboiler is arranged at the bottom of the first stage rectification tower; the middle part of the second stage rectification tower is connected with the upper part of the first stage rectification tower through a pipeline; a plurality of blocks of tower plates are arranged in the second stage rectification tower; a condensation evaporator is arranged at the top of the second stage rectification tower; and a reboiler is arranged at the bottom of the second stage rectification tower. High-purity gas oxygen (or liquid oxygen) is extracted from the plurality of blocks of tower plates or the tower on the lower part of the inlet in the second stage rectification tower; and the krypton and xenon-containing concentrate is obtained from the first stage rectification tower. Compared with the prior art, the device can reclaim the krypton and xenon-containing mixture and the high-purity oxygen at the same time, has a high pure oxygen recovery rate and wide application range and can operate alone without being connected with an air separation device.