The invention discloses an optical fibre sampling signal filtering method and device, and an optical fibre temperature measuring method and device. The filtering method comprises the following steps of: performing weighted calculation of an optical fibre sampling signal X(n) by adopting a weight w(n) so as to obtain an output signal Y(n); comparing the output signal Y(n) with an expected output signal D(n) so as to obtain an estimated error E(n); judging whether the estimated error E(n) satisfies a pre-set requirement or not; if not, correcting the weight w(n) according to the estimated error E(n), and executing the above step again by adopting the corrected weight; and if so, taking the output signal Y(n) as a filtered optical fibre sampling signal. By means of the manner, the filtering stability and precision can be improved; and the denoising effect is effectively improved.