The invention discloses a neutron dynamical weighted Monte Carlo calculation method for continuous energy, and relates to a continuous energy weighted Monte Carlo dynamical method. According to the method, a time dimensionality and an energy dimensionality are imported in the particle simulation process so as to really simulate random walk processes, on space and time, of neutrons; when neutron collisions are processed, a concept of weights is imported to simplify the conditions after nuclear reaction of neutrons; in order to obtain a correct physical quantity or neutron dynamical parameter ona certain time and then obtain exquisite change of the physical quantity of neutron dynamical parameter along with the time, distribution, on energy, of neutrons, namely, a neutron energy spectrum, is detailedly considered and the neutron energy spectrum is convoluted with other parameters; and the applicability, precision and calculation efficiency of a Monte Carlo method in neutron dynamical calculation can be improved, physical quantities, such as neutron dynamical parameters and power, and exquisitely changing along with the time can be obtained by utilizing the Monte Carlo method, so that convenience is brought to analyze the physical processes and mathematical models.