A regolith conveying and heating extraction apparatus includes a sealing drive module, a station conversion module, and a frame module. The frame module includes a frame, a furnace, and a hopper. The station conversion module includes a station conversion driving assembly, a U-shaped bracket assembly, and a sample assembly. The sample assembly includes a sample holder, a sample tray connected to the sample holder, and an end face sealing assembly. A heating plate and a temperature sensor are integrated on the sample tray. The sample tray moves horizontally in the frame, and has a sample receiving station at a right end, a sealing station at a left end, and a rotation station in a middle. The sample tray extends into the furnace and the end face sealing assembly is in seal fit with the furnace when the sample tray is in the sealing station.