The invention provides a thermocouple welding method and a device and belongs to the technical field of thermocouple welding. An electrode is connected with a phase line of a voltage regulating device through a lead, thermocouple wires to be welded are connected with a zero line of the voltage regulating device through a lead, mercury and engine oil are poured into a reaction tank sequentially, the output voltage of the voltage regulating device is regulated, the electrode is inserted into a mercury layer, then thermocouple wires to be welded penetrate through the engine oil to be inserted into the mercury, instantaneous short-circuit occurs when welding points of the thermocouple wires to be welded contact with the surface of the mercury, electric arcs are formed between the welding points and the surface of the mercury, and tips of two thermocouple wires which are twisted together melt quickly due to the high temperature of electric arcs and are welded together to form a smooth welding point. The device comprises the voltage regulating device, the reaction tank, the electrode, the thermocouple wires to be welded and the leads. According to the thermocouple welding method and the device, welding can succeed in one time, waste of noble metal materials can be avoided, and the device is simple in theory, convenient to operate, easy to master, low in cost, practical, effective and high in welding speed.