The invention relates to a multi-effect membrane distillation device with efficient internal heat reclamation function and a method. The middle part of a membrane shell is provided with a cavity, two ends of the membrane shell are provided with an inlet and an outlet respectively, hollow fibrous membranes and hollow fiber pipes arranged uniformly are arranged in the cavity of the membrane shell, joints at two ends of the hollow fibrous membranes and the hollow fiber pipes are connected with the inlet and the outlet respectively, the lower end of the membrane shell is provided with a distillate outlet, and an external heat exchanger is connected in series between the inlet and the outlet of the water return end of a membrane assembly. The device has compact structure, simple and mild operating condition, low energy consumption and high water making rate, and can be used for small-scale dispersed implementation and integrated application; the method can be used in the fields of sea water desalinization, bitter water desalinization, concentration treatment of aqueous solution of nonvolatile or semi-volatile solutes, environmental protection and the like; and particularly when the method is used for concentration of aqueous solution of nonvolatile and semi-volatile solutes such as sodium chloride, ammonium sulfate, ammonium nitrate, sodium nitrate, sodium carbonate, sodium hydroxide, sulfuric acid, hydrochloric acid, glucose, xylitol, urea, glycerol, ethylene glycol, lactic acid, glyoxylic acid, dimethyl sulfoxide, sulfolane and the like, normal pressure steam or hot water is used as a heat source, and the highest water making rate can reach 13.7.