The present invention relates to the technical field of natural gas mercury removal apparatus and process, and discloses a natural gas continuous mercury removal high efficiency adsorption apparatus and an application method, the apparatus comprises a coalescing filter separator, an A adsorber, a B adsorber and a dust filter, the application method of the apparatus is as follows: any one of the A adsorber and the B adsorber is used as a preposition tower, the other one of the A adsorber and the B adsorber is used as a post-tower for adsorption, when mercury penetration occurs in the preposition tower, an adsorbent of the preposition tower is replaced, and the post-tower is used as a preposition tower, and the preposition tower is used as a post-tower, and so forth; the natural gas continuous mercury removal high efficiency adsorption apparatus is reasonable and compact in structure and easy to use, double-tower adsorption process is used, the double towers are in series connection and in alternating operation, according to the adsorption principle and hydrodynamic characteristics, the adsorbent capacity can be fully used, the apparatus operation reliability can be improved, safe continuous production is achieved, production cost is reduced, and the technology is not applied currently in the domestic oil and gas fields.