The invention discloses a method and a device for setting target wellhead pressures in control-pressure well drilling control systems. The method includes storing data of PWD while-drilling pressure measuring tools, control-pressure well drilling parameters acquired by PLCs (programmable logic controllers) in real time and various parameters of input systems of control systems of industrial personal computers into databases of the control-pressure well drilling control systems; setting ranges of PWD pressure data which participate in computation, computing average pressures by a plurality of selected PWD data to obtain a result P1, computing target wellhead pressures according to a formula of target wellhead pressures=set target bottom hole pressures-pressures of mud fluid columns below drill bits-P1+current wellhead pressures, setting the precision of the target wellhead pressures, keeping the original pressures if the target wellhead pressures are within difference value ranges, and utilizing the currently computed target wellhead pressures as the target wellhead pressures if the target wellhead pressures exceed the difference value ranges; enabling the industrial personal computers to transmit instructions to control systems of the PLCs to adjust the opening of throttle valves until actual wellhead pressures are close to the target wellhead pressures. The ranges of the PWD pressure data are higher than pressures of mud fluid columns above the drill bits and are lower than sums of pressures of fluid columns at the drill bits, pressure loss of annular spaces above the drill bits and wellhead pressures. The method and the device have the advantages that the target pressures can be stably and accurately set, and the control systems are easy to control.