The invention discloses a technology for continuously producing cyanoacetic acid esterification compound and malonic acid esterification compound. The technology comprises a continuous neutralizationunit, a continuous cyaniding unit, a continuous acidification unit, a multiple-effect distillation desalination unit, a single-effect distillation desalination unit, an esterification reaction unit, an entrainer, alcohol recovery unit, a continuous alkali washing unit, a molecular sieve dewatering unit and a continuous distillation unit. The technology comprises the following specific steps: 1) carrying out neutralization and cyaniding; 2) carrying out acidification; 3) removing salt and water; 4) carrying out esterification reaction; 5) carrying out extractive distillation by extraction agent; 6) carrying out continuous alkali washing; 7) carrying out molecular sieve dehydration and rectification. According to the technology, obtained oil phase raw ester enters the molecular sieve dewatering unit to be dewatered, and the dewatered raw ester enters the continuous distillation unit to be subjected to continuous distillation so as to respectively obtain a cyanoacetic acid esterificationcompound product and a malonic acid esterification compound product. The production process is continuously carried out, equipment use ratio is high, production ability is high, and energy is saved.