A device and a method for testing the rigidity and non-linear relationship of the coupling interface for cylindrical fitting including an axial loading assembly which is provided along a horizontal central line within a side wall of a frame test bench and contacting with the test-piece shaft via a steel ball, a radial loading assembly downward provided along a vertical central line of top board of the frame test bench, a tip of a perpendicular loading part of the radial loading assembly extending into the outer housing of the test-piece housing fixed on an upper plane of a bottom wall of the frame test bench, with the test-piece shaft and the test-piece housing fitted and connected to each other via a coupling interface for cylindrical fitting; a plurality of displacement sensors fixed on the test-piece housing, and test heads of respective displacement sensor assembly aiming at the test-piece shaft.