A puncturing device and an anchoring device, the puncturing device including: a puncturing needle, an inflatable anchoring balloon, and a catheter which passes through a proximal end and distal end of the anchoring balloon, the puncturing needle being movably accommodated within the catheter; in a filled state, a central area of an end portion of the distal end of the anchoring balloon is depressed towards the proximal end to form a depressed area, and a distal end of the catheter is located within the depressed area. The anchoring device includes the anchoring balloon and the catheter. The puncturing device may improve the accuracy and success rate of puncturing, and after puncturing is complete, an expansion balloon may be transported along a guide wire to expand a puncturing opening by simply withdrawing the puncturing needle and a push rod.