The invention provides a high pressure regulating valve and an assembling method of the high pressure regulating valve. The high pressure regulating valve comprises a valve body and a valve plug assembly, and further comprises a linear motor, wherein the linear motor is used for providing driving force for the valve plug assembly. By the adoption of the high pressure regulating valve, a valve plug is driven by the linear motor, a transmission mechanism is omitted, the high pressure regulating valve is simple in structure, and therefore the number of parts and components of the high pressure regulating valve is reduced, the response speed of the high pressure regulating valve is increased, and the reliability in the running process of the whole high pressure regulating valve is greatly improved; meanwhile, the pressure of a high pressure cavity can push the valve plug to open when the pressure regulating valve is overloaded, and therefore the safety in the using process of the pressure regulating valve is improved; and the pressure regulating valve driven by the linear motor is matched with a pressure sensor and an external control chip to achieve closed-loop control, so that the control accuracy of the pressure regulating valve is improved, the pressure regulating valve cannot be influenced by the pressure of high-pressure media, and stable pressure control is achieved.