The invention discloses a liquefied natural gas sampling and continuous collecting device, which comprises a sampling system, a gasification system, an on-line analysis system and a continuous collecting system, wherein the sampling system comprises an LNG sampling probe, a sampling pipeline and an LNG filling pipeline; a closed deep cooling cavity is formed at the front end of the LNG sampling probe; the sampling pipeline is arranged in the LNG sampling probe in a penetrating manner; the LNG filling pipeline is arranged in the LNG sampling probe in a penetrating mode and communicates with a closed deep cooling cavity; one end of the sampling pipeline penetrates through the closed deep cooling cavity and is connected to the gasification system; the gasification system is used for gasifyingan LNG sample conveyed by the sampling pipeline; the on-line analysis system is connected to an outlet of the gasification system and is used for carrying out on-line analysis on a gasified natural gas sample and providing gas component parameters; and the continuous collecting system is connected to the outlet of the gasification system and is used for continuously collecting the gasified natural gas samples.