An anti-peeping device, an anti-peeping method thereof and a display device are disclosed. The anti-peeping device comprises: an upper substrate and a lower substrate which are arranged opposite to each other, and an electrophoresis layer filled between the upper substrate and the lower substrate; an electrode layer is arranged on a side, facing the electrophoresis layer, of at least one of the upper substrate and the lower substrate; the electrode layer includes a plurality of first sub-electrodes distributed along a first direction; and the electrophoresis layer includes charged particles with an electric property opposite to that of the first sub-electrodes to absorb light rays.