The invention discloses an egg-shaped pressure-resistant shell device for a self-balancing bathyscaphe. The egg-shaped pressure-resistant shell device for the self-balancing bathyscaphe comprises an egg-shaped pressure-resistant shell. An observing window assembly is arranged at the big-head end of the egg-shaped pressure-resistant shell, and an egg-shaped head-sealed assembly is arranged at the small-head end of the egg-shaped pressure-resistant shell; and a balancing seat system connected with the inner wall of the egg-shaped pressure-resistant shell is arranged in the short-shaft direction of the egg-shaped pressure-resistant shell, and an inertial navigation measurement system is arranged on the upper inner wall of the egg-shaped pressure-resistant shell corresponding to a middle line of the balancing seat system. According to the egg-shaped pressure-resistant shell device for the self-balancing bathyscaphe, vertical diving and floating modes are adopted, the big end of the egg-shaped pressure-resistant shell is kept to be same with the moving direction all the time, a streamline structure of an egg-shaped shell body is utilized, resistance is small, diving and floating time is shortened, and underwater working efficiency is improved. The egg-shaped pressure-resistant shell device for the self-balancing bathyscaphe is simple in structure, small in size and low in manufacturing cost.