The invention discloses a method for producing Thailandepsin A by continuous adsorption coupling fermentation, which comprises the following steps: performing seed activated culture of burkholderia which produce an anticancer substance of Thailandepsin A, inoculating the strain into a fermentation tank for fermentation; when the concentrations of the Thailandepsin A and the strains in the fermentation tank reach a certain degree, that is, after the strains are fermented for 30-48 hours when the strains are in the middle-later period of logarithmic growth, allowing the fermentation broth to pass continuously through an adsorption column, adsorbing Thailandepsin A by macroporous adsorption resin inside the column, returning the fermentation broth after adsorption back to the fermentation tank for continued fermentation; supplementing glucose into the fermentation tank in a feeding manner, maintaining the continuous synthesis of Thailandepsin A; finally stopping fermentation; taking out the macroporous adsorption resin, performing extraction and separation, purifying Thailandepsin A. The invention realizes the continuous and high-density fermentation of Thailandepsin A, increases the fermentation yield, prolongs the fermentation period, simplifies post-treatment process because the product of Thailandepsin A can be effectively recovered from the macroporous adsorption resin, and thus greatly reduces production cost.