The invention belongs to the field of nanocrystalline pressurized ultra-thin belt preparation, and particularly relates to a method and a system for continuously producing nanocrystalline belt materials. According to the method, an on-line spraying bag heating link and an off-line spraying bag heating link are adopted, in addition, heating sleeves capable of being separated from spraying bags are respectively adopted in the two links, the heating sleeves in the on-line spraying bag heating link are positioned on a belt material production line and are on-line heating sleeves, and the heating sleeves in the off-line spraying bag heating link are positioned under the belt material production line and are off-line heating sleeves. A spraying bag heating device of the system comprise an on-line spraying bag heating device and an off-line spraying bag heating device. When the production abnormality occurs, the production halt is not needed, and the system and the method have the characteristics that resources are saved, and the production efficiency is improved.