The invention discloses an efficient dust removal device and method for a heading machine, relates to the technical field of heading machine dust removal, and solves the problems of slow dust removaland low efficiency of the heading machine. The efficient dust removal device and method for a heading machine comprise a filtering structure, an air supply pipe is arranged on the upper surface of thefiltering structure, connecting structures are arranged at the two ends of the air supply pipe, one end of each connecting structure is connected with a pipeline external connection structure, and the interior of the filtering structure is filled with filtering liquid. The filtering structure comprises a shell, a liquid outlet, a liquid inlet port, an inner cavity, an extending pipeline, a fan and a partition, the liquid outlet is formed in the bottom surface of one side of the shell, the liquid inlet port is formed in the upper end of one side of the shell, the inner cavity is formed in theshell, and the partition is arranged in the middle of the top end of the inner cavity. According to the device, the functions of convenient operation and rapid installation are achieved, and dust particles can be effectively treated.