The invention provides an anti-hanging type stone curtain wall connecting device and a construction method thereof. The anti-hanging type stone curtain wall connecting device comprises lock sleeves, locks, and stone back bolts; the lock sleeves comprise sleeves and connecting plates; the lower edges of the sleeves are horizontally bent inwards to form hanging edges; the connecting plates are connected to the top portions of the sleeves; the locking sleeves are connected with a curtain wall keel through fasteners inserted in connecting holes; the locks are inserted in the sleeves of the lockingsleeves; the opposite vertical side faces of a lock body are provided with inclined lock tongues, and a first spring for controlling horizontal expansion and contraction of the inclined lock tonguesis arranged in an inner cavity of the lock body; the locks are connected to the hanging edges of the lock sleeves through the inclined lock tongues in a hanging mode; the top portion of the lock bodyis provided with a vertical second spring; and the second spring is arranged between the top surface of every lock and the connecting plate at the top portion of every lock sleeve in a pressing mode to limit the up-and-down displacement of the locks in the lock sleeves. The anti-hanging type stone curtain wall connecting device and the construction method thereof solve the technical problems thata traditional anti-hanging type stone curtain wall is difficult to operate during installing and the construction efficiency is low.