The invention provides a wellhead discharge device and an exhaust method of an SAGD production well and the SAGD production well. The SAGD production well comprises a sleeve and a liquid discharge pipe arranged in the sleeve. The wellhead discharge device comprises a first pipeline communicating with the liquid discharge pipe, a second pipeline and a first throttle device arranged on the second pipeline. The first end of the second pipeline communicates with the sleeve, and the second end of the second pipeline is connected to the first pipeline. The first throttle device comprises a one-way valve and a first valve which are arranged in a spaced mode. The conducting direction of the one-way valve is from the second end of the second pipeline to the first end of the second pipeline. By adoption of the technical scheme, the problems that an operator is prone to poisoning during exhaust operation of an SAGD production well exhaust device, and exhaust operation pollutes the environment are solved.