The present disclosure relates to the field of scientific drilling technologies, and provides a deep rock in-situ active thermal-insulation coring device and thermal-insulation coring method thereof. The coring device comprises an in-situ coring system and an in-situ truth-preserving moving system, the in-situ coring system comprises a driving module, a coring module and a thermal insulation module, and the in-situ truth-preserving moving system comprises a truth-preserving chamber storage module and a mechanical arm; the thermal insulation module comprises a coring truth-preserving chamber and a temperature regulation control system, the truth-preserving chamber storage module comprises a storage truth-preserving chamber and a temperature balance control system, the mechanical arm is mounted in the storage truth-preserving chamber, and the coring truth-preserving chamber and the storage truth-preserving chamber are mutually butted.