The invention relates to a continuous power supply rotating device which comprises a support tube, a bearing which sleeves the support tube, a rotating body which is connected with the bearing, a mounting seat which is arranged on the support tube, a conductive sheet, and a brush which matches the conductive sheet. The bearing comprises an outer ring and an inner ring in relative rotation. The rotating body is connected with the outer ring. One of the conductive sheet and the brush is connected with the rotating body, and the other one is connected with the mounting seat. According to the invention, the rotating body and the brush rotate with the outer ring of the bearing during use; during rotation, the brush keeps in sliding electrical contact with the conductive sheet; a wire is arranged in the support tube and is connected with a power supply; the support tube and the inner ring of the bearing do not rotate during use, which avoids the winding of the wire; the burden of the rotating body is reduced; the rotating body can be used for a long time; the device has the advantages of simple structure and low cost; the invention further provides a windmill which uses the continuous power supply rotating device.