The invention discloses an ecological circulation culture method and device for algae, prawns and sinonovacula constricta in winter. The device comprises an alga pond, a high-position prawn culture pond, settling ponds, a sinonovacula constricta culture pond and purifying ponds, wherein a thermal-insulation plastic shed covers each pond; the high-position prawn culture pond is provided with a boiler. The method includes: inoculating micro-alga seed sources artificially cultured in the alga pond into the high-position prawn culture pond, the optical prawn culture temperature is guaranteed through boiler heat supply, micro-algae in prawn culture water passing the settling ponds is pumped into the sinonovacula constricta culture pond to serve as baits, and micro-alga seawater filtered by sinonovacula constricta is purified by the purifying ponds and pumped into the high-position prawn culture pond for recycling. The ecological circulation culture method and device has the advantages that the sinonovacula constricta can obtain sufficient micro-alga baits and appropriate growth water temperature in the whole culture period, and the high-position prawn culture pond is allowed to keep a relatively-stable water ecological environment system at the same time.