The invention provides a continuous electrochemical reaction device and a method for continuously oxidizing a thioethers substrate into sulphone. The continuous electrochemical reaction device comprises a continuous electrochemical reactor and a temperature control device, wherein the continuous electrochemical reactor comprises a reactor body; the reactor body is provided with a reaction cavity;a central electrode and peripheral electrodes are arranged in the reaction cavity; the peripheral electrodes surround the central electrode; and the temperature control device surrounds the reactor body. The central electrode and the peripheral electrode are arranged in the reaction cavity of the continuous electrochemical reactor, the peripheral electrodes surround the central electrode, the reactor has large heat exchange area in unit volume, and thus, the material has higher reaction efficiency. A reaction material is fed continuously, a reaction product is discharged continuously, by the continuous flowing reactor, the flowing speed of a reactant in the reactor is high, the treatment time is short, the reaction efficiency is improved, and side effects are reduced. The reaction is morestable than batched reaction, and moreover, the continuous electrochemical reaction device is simple in temperature control and convenient to operate; and the size of equipment is reduced.