In a twin-drum type continuous casting machine including a pair of drums having rotary shafts supported in parallel to each other from a pair of frames via chocks and rotating in the opposite directions to each other with a gap space held therebetween, and a depressing device for the drums, a method for detecting a sheet thickness of a thin sheet being cast is improved so that detection of a sheet thickness can be carried out reliably at a high precision without delay. A gap space distance between the drums is calculated by detecting a depressed position from the depressing device. A correction value for the gap space distance is calculated from a deflection of the frame by detecting a depressing force of the depressing device. A correction value for the gap space distance is also calculated from a thermal deformation of the frame by detecting a temperature of frame coolant water of the frame. A correction value for the gap space distance is further calculated from a thermal deformation of the drums by detecting a temperature of drum coolant water of the drums. The calculated gap space distance is corrected with the respective calculated correction values. Thereby the sheet thickness of the thin sheet being cast can be detected precisely. An apparatus favorably available for practicing the above-mentioned method for detecting a sheet thickness of a thin sheet being cast, is also disclosed.