The invention provides a screw supporting device and a double-screw extruder with the same. The screw supporting device comprises one or more pairs of screw supporting elements. The two screw supporting elements used in a pair are installed in the same axial positions of two screw mandrels respectively. The screw supporting elements comprise inner rings and outer rings, wherein the inner rings are installed on the screw mandrels and rotate along with the screw mandrels, the two outer rings are limited by each other, the axial length of the outer rings is smaller than that of the inner rings, gaps between the outer rings and the inner wall of a machine barrel in the radial direction are smaller than those between screw edges of the screws and the inner wall of the machine barrel, a radial gap between the two outer rings is smaller than that between the two screws, and the inner rings and the outer rings rotate relatively. By the adoption of the double-screw extruder with the screw supporting device, one or more different positions of each screw are supported, so that friction between the screws and the machine barrel and the friction between the screws are eliminated.