The invention discloses a well sinking water taking method, a well sinking device and a water pumping well. The well sinking water taking method comprises the following steps of: 1) driving an immersed pipe underground according to the requirement of designed depth, wherein the lower end of the immersed pipe is hinged with conical petals which can be folded to form a cone; 2) arranging a weaving and welding filter screen cylinder at one end of a water pumping pipe; 3) placing the water pumping pipe with the filter screen cylinder underground along the inner wall of the immersed pipe, and filling filter materials into an inner cavity of the filter screen cylinder; and 4) pulling the immersed pipe upward to form the water pumping well into which water flows from the periphery of the filter screen cylinder. The well sinking water taking method has the advantages of convenience and simplicity in construction and high efficiency; the water pumping well formed by the method is low in manufacturing cost and large in water retention capacity; and the filter materials have the advantages of controllability, good filter effect, capacity of prolonging the service life of a water suction pump and the like.