The invention discloses an air purifying device suitable for long and narrow underground cavity construction period and an application method thereof. The purifying device comprises a container I for containing a sodium hydroxide solution, a container II for filling a hydrogen peroxide solution, a container III for containing a pulling carbon monoxide catalyst and a container IV for concentrating purified air, wherein an air inlet end positioned on the middle lower part of the container I is connected with a compression fan, an exhaust end positioned on the top of the container I is inserted into the middle lower part of the container II through an exhaust pipe, the exhaust end positioned on the top of the container II is connected with the air inlet end of the container III, the exhaust end of the container III is connected with the air inlet end of the container IV, and the exhaust end of the container IV is switched on a ventilation main pipeline through a connecting pipe. The air purifying device provided by the invention has the advantages that the structure is simple, the air purifying device and a pipeline machine are matched to use, the in-situ purification of the mixed gas is realized, and the purpose of improving the underground space construction period and the air quality is achieved.