The invention provides a fast data capture method for a slave station in a Modbus RTU and the slave station. The method comprises the steps that a slave station i monitors a communication message which is between a master station and a to-be-monitored slave station j and contains a to-be-monitored function code of the slave station, wherein i and j are positive integers; the slave station i determines whether the monitored communication message contains the data required to be captured; and when the determination result is yes, the slave station i captures the required data directly from the monitored communication message. The method and the slave station can reduce communication delay and improve the data transmission efficiency.