A deep rock stress retaining conveying device comprises steel rod groups which are correspondingly arranged on a free face A, a face C opposite to the free face, a first side surface E, a second sidesurface D, an upper end surface B and a lower end surface F of a cut stress retaining rock, wherein each steel rod group is composed of a plurality of steel rods which are arranged at certain intervals in a parallel manner; the steel rod groups on the first side surface E and the second side surface D are connected through a plurality of steel strands; the steel rod group on the upper end surfaceB and the steel rod group on the lower end surface F are connected through a plurality of steel strands; a small steel ball filling layer is filled between two steel rods in each steel rod group; cushion boards are correspondingly arranged at two sides of each steel rod group; and loading plates are mounted on the two cushion boards. With the adoption of the deep rock stress retaining conveying device and method, the problem of rock mechanics in deep mining process in the prior art can be solved; the rock remains the stressing state in a mountain, and thus the rock is prevented from stress loss and rock burst.