A dielectric resonator, an assembly method thereof and a dielectric filter enable are provided. The dielectric resonator includes the dielectric resonant column, the metal cavity, a sealing cover plate and a tuning screw, wherein the dielectric resonant column is located in the metal cavity, the sealing cover plate is located on an upper end face of the metal cavity, and the tuning screw is located on the sealing cover plate. The dielectric resonator also includes an insulating fixed module located between the lower end face of the sealing cover plate and the upper end face of the dielectric resonant column, and the insulating fixed module is high enough to ensure that a pressure is formed between the sealing cover plate and the dielectric resonant column, so that the dielectric resonant column is fixed at the bottom of the metal cavity.