The invention discloses a device and an application method for depositing a film on a side wall of a micro-channel plate by using pressure difference. The device comprises a positive pressure chamber and a negative pressure chamber, wherein a communication channel is arranged between the positive pressure chamber and the negative pressure chamber; an air inlet and an air outlet are respectively formed in the positive pressure chamber and the negative pressure chamber; a support for fixing the micro-channel plate is arranged in the middle of the communication channel; a sol liquid is filled into the positive pressure chamber and the negative pressure chamber. According to the device and the application method, the pressure difference on two sides of the micro-channel plate is utilized to achieve flowing of the sol liquid of a film material to be deposited inside a micro-channel, and subsequently the sol adhered to the side wall of the micro-channel is subjected to high-temperature treatment so as to achieve deposition of the film onto the side wall of the micro-channel plate. The thickness of a single deposited film depends on the sol concentration and the pressure difference on two sides of the micro-channel plate. Due to adoption of the device and the application method, the difficult problem of orientation flowing of the sol liquid of the film material to be deposited inside the micro-channel of a small size is solved, and the deposition of the film material onto the side wall of the micro-channel plate is achieved.