The invention discloses a pelletizing method for quickly heating/cooling. The pelletizing method comprises the following steps: adding a pelletizing reaction material into a reaction device; enablingheat conduction oil to pass through a liquid circulating device and a heating/cooling device for quickly heating the reaction material; enabling cold heat conduction oil and cooling water to pass through the liquid circulating device and the heating/cooling device for promoting formed pellets to enter a quick cooling state, and finally, discharging. The pelletizing method disclosed by the invention has the advantage that heating and cooling can be quickly realized.