The invention discloses an amorphous alloy double-belt type continuous casting machine and a continuous casting method thereof. The double-belt type continuous casting machine comprises a rack, an upper belt part and a lower belt part; the upper belt part and the lower belt part are both fixed to the rack; the upper belt part comprises a heating roller, a first supporting device, a second supporting device, a first tensioning device, a driven device and an upper steel belt; the lower belt part comprises a first distance adjusting device, a second distance adjusting device, a third distance adjusting device, a second tensioning device, a driving device and a lower steel belt; the portion, between the first tensioning device and the heating roller, of the upper belt steel and the portion, between the first distance adjusting device and the second distance adjusting device, of the lower belt steel form a molten pool used for containing amorphous alloy liquid; an inclined plane is formed between the upper steel belt and the heating roller, and two tangent lines tangential with a rotating roller of the driven device; another inclined bevel is formed between the lower steel belt and three tangent lines tangential with a rotating roller of the first distance adjusting device, the second distance adjusting device and the third distance adjusting device; and the two inclined planes areparallel to each other, and a coagulation area is formed between the two planes.