We prove tail triviality of determinantal point processes $ μ$ on continuous spaces. Tail triviality had been proved for such processes only on discrete spaces, and hence we have generalized the result to continuous spaces. To do this, we construct tree representations, that is, discrete approximations of determinantal point processes enjoying a determinantal structure. There are many interesting examples of determinantal point processes on continuous spaces such as zero points of the hyperbolic Gaussian analytic function with Bergman kernel, and the thermodynamic limit of eigenvalues of Gaussian random matrices for Sine$_2 $, Airy$_2 $, Bessel$_2 $, and Ginibre point processes. Tail triviality of $ μ$ plays a significant role in proving the uniqueness of solutions of infinite-dimensional stochastic differential equations (ISDEs) associated with $ μ$. For particle systems in $ \R $ arising from random matrix theory, there are two completely different constructions of natural stochastic dynamics. One is given by stochastic analysis through ISDEs and Dirichlet form theory, and the other is an algebraic method based on space-time correlation functions. Tail triviality is used crucially to prove the equivalence of these two stochastic dynamics.