This study analyses the effects of a continuous quality improvement nursing model on wound pain at the arteriovenous fistula (AVF) puncture site in patients undergoing haemodialysis. Forty haemodialysis patients from the First Affiliated Hospital of Chongqing Medical University, from September 2020 to December 2022, were selected as study subjects. They were randomly divided into an observation group and a control group. The control group received conventional nursing care, while the observation group was treated with a continuous quality improvement nursing model. The study compared the impact of these nursing approaches on pain intensity post‐AVF puncture, wound visual analogue scale scores, self‐rating anxiety scale, self‐rating depression scale, quality of life scores and patient satisfaction with nursing care. In the observation group, the proportion of patients experiencing moderate to severe pain during AVF puncture was lower than that in the control group, whereas the proportion of patients with no pain or mild pain was higher (P = 0.008). After nursing, the observation group exhibited significantly lower wound visual analogue scale scores, self‐rating anxiety scale scores, and self‐rating depression scale scores compared to the control group (P < 0.001), with a significantly higher quality of life score (P < 0.05). The nursing satisfaction rate was 95.00% in the observation group, significantly higher than the 65.00% in the control group (P = 0.018). The continuous quality improvement nursing model significantly reduces wound pain at the AVF puncture site in haemodialysis patients, alleviates negative emotions, enhances the quality of life, and achieves high patient satisfaction. It is thus a highly recommendable approach in nursing practice.