The present invention belongs to the technical field of medicine, and relates to a high-speed countercurrent chromatography continuous circulation method for separating and preparing naphthoquinone compounds from Arnebia euchroma (Royle) Johnst. According to the method, the natural naphthoquinone compounds represented by a formula (I) are separated and prepared by using a high-speed countercurrent chromatography continuous circulation separation method, n-hexane, ethyl acetate, acetonitrile and water are used as a two-phase solvent system for high-speed countercurrent chromatography separation, an online storage technology and a circulation elution mode are combined, the fractions containing the target compound are subjected to continuous circulation elution, and the fractions are collected to obtain shikonin with a purity of more than 95%, propionylshikonin with a purity of more than 95%, deoxyshikonin with a purity of more than 95%, (beta,beta-dimethylacryl)shikonin with a purity of more than 95% and isovalerylshikonin with a purity of more than 95%. With the method of the present invention, the high purity naphthoquinone compounds can be obtained through the one separation purification, such that the method has advantages of simple operation, rapidness and high efficiency, and is suitable for the separation and preparation of naphthoquinone and a variety of natural compounds. The formula (I) is defined in the specification.