The invention discloses a full-automatic online pulverized coal sampling device and a sampling method thereof. The full-automatic online pulverized coal sampling device comprises a bracket mounted ona pulverized coal pipeline, a sampling box mounted on the bracket, an electrical control box connected to the sampling box, and a sampling bottle mounted below the sampling box, wherein fixed plates are respectively mounted at two ends of the sampling box, a guide pillar is fixedly connected between the two fixed plates, a movable plate is sleeved on the guide pillar, and the movable plate can slide along the guide pillar; a sampling gun, a negative pressure generator, a lead screw and a cyclone separator are further installed in the sampling box, one end of the lead screw penetrates through the movable plate and then is connected with a stepping motor, and a control unit, a differential pressure transmitter, a power source, an electromagnetic valve, a blowback valve and an air adjusting valve are installed in the control box. According to the full-automatic pulverized coal online sampling device and the sampling method thereof, large workload caused by manual sampling is avoided, constant-speed sampling is achieved through the differential pressure transmitter and the negative pressure generator, and representativeness of taken samples is improved.