The invention provides a measuring device and a conveying device with the measuring device. The measuring device is arranged on the conveying device and comprises at least one distance sensing component, a controller and a mounting device. The distance sensing component is electrically connected with to the controller. The mounting device is arranged at the end part of the transmitting part of the conveying device. The distance sensing component is provided with a measurement position corresponding to the end face of a transported conveying piece along the conveying direction of the conveying device. The distance sensing component is connected to the mounting device, the distance sensing component is vertically movably arranged relative to the conveying device through the mounting device, when the conveying piece passes the distance sensing component, the weight of the conveying piece allows the distance sensing component to move upward or downward to be at an avoidance position for avoiding the conveying piece, and before and after the conveying piece passes the distance sensing component, the distance sensing component returns to the measurement position. Through the measuring device provided by the invention, a continuous casting billet which is not in accordance with norms can be timely discovered and corrected, and the qualified rate of products is improved.