The invention discloses a device carried on a TBM and method for real-time advancing water-pressure probing. The device comprises a drill bit, a voltage-sensitive ceramic film piece and a resistance sensor; the drill bit is matched with an advancing drilling machine drill rod, the drill bit is in an I shape, and the cross section of the middle section of the drill bit is smaller than the cross sections of the two ends of the drill bit; and a hole is formed in one side of the middle section, the resistance sensor is installed in the hole, and the voltage-sensitive ceramic film piece is installed on the surface of the hole and connected with the resistance sensor to induce and output the water pressure. According to the device carried on the TBM and method for real-time advancing water-pressure probing, the size of the drill bit can be selected according to the model number of an advancing drill machine, and thus the device can be carried on the drill machines of any model number. The total volume is similar to the drill rod, carrying is convenient, a complex mechanical structure of the TBM does not affect the device, the rock water pressure of a to-be-probed area can be directly measured, and the problem that numerical analysis is different from actual engineering circumstances, and thus accuracy is poor is solved.