The invention provides a high-rise building core tube jacking platform climbing and thermal insulating device and a construction method thereof. The climbing and thermal insulating device comprises a jacking platform and hanging racks hung onto the lower portion of the jacking platform. The bottom ends of the hanging racks are provided with climbing and heat insulating structures for conducting heat preservation on vertical structures formed through pouring. By adopting the climbing and thermal insulating device, band molds are formed on the vertical structures of a core tube to maintain the vertical structures in time after construction of the vertical structures, so that the vertical concrete maintenance progress keeps up with the construction and building speed of the vertical structures, and the concrete quality of the vertical structures is further improved.