The invention discloses a sampling device for particle mercury and gaseous mercury from a stationary pollution source and a sampling method. The device comprises a sampling nozzle, a sampling gun, a cyclone separator, an ash hopper, a fine particle filter, a gaseous mercury sampling pipe, refrigerators, dryers, flow controllers, activated carbon mercury removers, vacuum pumps and cumulative volume meters, which are connected in sequence, wherein the sampling gun is arranged in a heating sleeve; the cyclone separator, the fine particle filter and an activated carbon adsorption pipe are arranged in an incubator. The invention also discloses the sampling method of the device. The sampling device and the sampling method, disclosed by the invention, have the following advantages: firstly, a particle mercury sample and a gaseous mercury sample are simultaneously collected; secondly, a sampling process is insulated, so that mercury loss and mercury speciation transformation are prevented, and further sampling representativeness is improved; thirdly, by two-stage dust removal of the cyclone separator and the fine particle filter, the sampling representativeness in a high dust-containing environment is guaranteed; fourthly, isokinetic sampling is guaranteed by the volume flow controllers; fifthly, by the postposed activated carbon mercury removers, residual mercury is prevented from being exhausted into atmosphere.