The invention discloses a measuring device and a measuring method for a continuous physical quantity. The measuring device comprises a timing unit for outputting a time base and a time scale; a sampling unit for sampling the continuous physical quantity under control of the time base and at time intervals that meet the Nyquist sampling theorem, and outputting a sampling value; a decision unit for deciding whether the sampling value turns into a transient state from a steady state or turns into the steady state from the transient state; a calculating unit for calculating a steady state value for the sampling value of the sampling unit in the steady state; and an output unit for outputting the start time of the steady state and the steady state value X, and the start time and the sampling value of the transient state according to the result of decision and the time scale. The invention may not only avoid the aliasing and but also reduce the output data volume.