The invention discloses an anti-shaking guide device and anti-shaking guide method for a marine elevator travelling cable. The device comprises a cable limiting device and protective plates arranged at the two sides of a bent part of the travelling cable, wherein a supporting transverse shaft and a supporting shaft are sequentially arranged at the inner sides of the protective plates from top to bottom; a cable limiting wheel is arranged on the supporting transverse shaft; a lifting guide wheel is arranged on the supporting shaft; a plurality of rolling shafts which are adjustable in position are arranged on the protective plate at one side of the lifting guide wheel along an arc-shaped track; a lifting rope is encircled in a wheel slot of the lifting guide wheel; and the travelling cable gets across the rolling shafts and then is encircled in a wheel slot of the cable limiting wheel. The anti-shaking guide method comprises a travelling cable critical tensioning state regulating step and a device operation guide step. The anti-shaking guide device realizes shaking constraint of the travelling cable, is stable in operation, is high in reliability, and is suitable for protecting the travelling cables of marine elevators, bridge elevators and high-speed elevators.