High temperature superconducting (HTS) windings for an HTS transformer which have been developed have two kinds of type, one is the layer winding and the other is disk winding. The layer winding has adopted for an HTS power transformer so far because of the small AC losses of the HTS windings. The disk windings have surface of the HTS wire. We propose a new winding method for a high voltage HTS transformer which has advantages of both type of HTS windings, and we call it continuous disk winding. This new HTS winding consists of pile of HTS disk windings. The continuous disk winding was fabricated with multi-stacked HTS wires for dover HTS transformer. We can check the potential possibility from the characteristic test of the fabricated winding. The new type HTS windings can be applied to HTS power transformers, especially to the high voltage ones.