The invention discloses a conveying device and method enabling a belt to be quickly replaced. The method comprises the first step of dismantling a driven wheel on the inner side of a front shovel plate and a detachable main carrier roller; the second step of dismantling attached components of a driving joint and a tensioning side baffle, and separating a set distance between a head section machineframe and the tensioning side baffle by moving an outer sleeve; the third step of executing the fourth step if a damaged belt is on the conveying device, or else, executing the fifth step; the fourthstep of dismantling one end of the damaged belt from a driving wheel, and dismantling the other end of the damaged belt through a gap between the head section machine frame and the tensioning side baffle; the fifth step of causing a new belt to penetrate the gap between the head section machine frame and the tensioning side baffle and then sleeve the driving wheel, and connecting the outer sleevewith an inner sleeve to make the new belt spread from the driving joint and a conveying main frame to the front shovel plate; the sixth step of mounting the detachable main carrier roller and the driven wheel; and the seventh step of adjusting the positions of the outer sleeve and the inner sleeve to make the new belt reach appointed tension, to complete belt replacement.