The invention relates to a shock wave focusing excitation device for dynamic characteristic testing and a working method of the device, and belongs to the technical field of micro-machinery and electronics. The device comprises a cylinder, a micro-structural excitation unit and light heating units; the micro-structural excitation unit is provided with a shock wave focusing cavity with a semi-ellipsoid cavity, needle electrodes sleeve the two opposite side surfaces of the shock wave focusing cavity through ceramic tubes, needle tips of the needle electrodes are located near the focus in a cavity body of the semi-ellipsoid cavity, and the distance between the needle tips of the two needle electrodes is 0.5-1.0 mm; the four uniformly distributed light heating units are arranged on the top ofthe cylinder, and four shade plates are applied in each light heating unit, so that parallel light emitted by the light heating units can only be irradiated on the MEMS micro-structure. According to the device, the whole micro-structure can be heated at the same time, the uniform temperature distribution of the micro-structure surface is guaranteed, the temperature gradient of the micro-structuresurface is lowered, and the accuracy of the dynamic characteristic parameter test of the micro-structures in a high temperature environment is greatly improved.