The invention relates to the technical field of drilling and discloses an auxiliary device and a continuous circulation drilling system and method. The auxiliary device comprises a shell (10) and a drilling liquid supplying assembly. The first end of the shell (10) is provided with a connector (11) used for being connected with the drilling liquid supplying assembly, and a hollow shaft (20) is rotatably arranged in the shell (10). The hollow part of the hollow shaft (20) communicates with the connector (11) and penetrates out of the second end of the shell. The portion, penetrating out of theshell (10), of the hollow shaft (20) is provided with a connecting part (21) used for being connected with a circulation short joint of the continuous circulation drilling system. By utilizing the auxiliary device provided by the invention, when the continuous circulation drilling system conducts lateral circulation vertical column connection, continuous circulation of drilling liquid can be ensured, the rotation stopping time of a down-hole drill column can also be reduced greatly, and thus the problems such as adhering and drill jamming are prevented.