The invention relates to a seabed refrigeration pressure retaining type gravity piston sampling device and a sampling method thereof. The sampling device provided by the invention is formed by a gravity sampling pipe, a refrigeration mechanism and a pressure retaining mechanism. The sampling pipe is formed by an outer pipe, an inner pipe, a piston, a piston rod and a counterweight connector; a cavity between the outer pipe and the inner pipe forms a refrigeration cavity; a cold storage mechanism is arranged on the upper end of the counterweight connector. The pressure retaining mechanism is arranged in the sampling pipe, and is formed by an impact block, a positioning steel ball, a positioning spring, a pushing rod, a thrust spring, a rocking bar, a connecting rod and a pressure retaining ball valve. The sampling method provided by the invention comprises the following steps of enabling a natural gas hydrate layer to penetrate into the cavity sampling device by utilizing kinetic energy and gravitational potential energy during a process of lowering to a seabed through the cavity sampling device, closing a cavity of the cavity sampling device, and meanwhile, injecting a cold source into a refrigerating cavity refrigerating core from the cold storage cavity. On one hand, the critical decomposition pressure of the natural gas hydrate is reduced, and on the other hand, a self-protection effect of the natural gas hydrate is improved, so that the decomposition of natural gas is reduced, and the requirement on a natural gas hydrate pressure retaining mechanism is reduced.