The invention provides a connection device and a construction method between prefabricated segments of a hollow pier, the connection device includes a pre-embedded steel plate, a U-shaped steel bar, a rubber plate, an upper / lower connecting steel plate, an upper / lower shear resistant steel plate and a filling plate, and a pre-embedded steel plate Pre-buried on the inner surface of the prefabricated segment, U-shaped steel bars are welded on the pre-embedded steel plate, part of which extends into the pre-fabricated segment, and part of which protrudes from the pre-embedded steel plate. Threads are set on the protruding part, and the rubber plate, upper / The lower connecting steel plate is connected with the embedded steel plate. After the assembly of the upper and lower prefabricated sections is completed, the upper shear steel plate and the upper connecting steel plate, the lower shear steel plate and the lower connecting steel plate are connected by high-strength bolts, and then a filler plate is inserted between the upper shear steel plate and the lower shear steel plate. The upper shear steel plate and the lower shear steel plate are connected by high-strength bolts. The connecting device of the present invention meets the needs of different processes in the prefabricated segment assembly process, and realizes functions such as hoisting, segment position positioning, segment linear adjustment, segment glue seam pre-pressing, and temporary locking.