The invention discloses a cooling structure of a ball leading screw device. The cooling structure of the ball leading screw device comprises a rotatable thread main shaft and a nut, wherein the nut is embedded with the thread main shaft and longitudinally moves on the thread main shaft, the thread main shaft is in a hollow shape and is provided with an inner cavity, a cooling channel is arranged in the inner cavity, and one end of the cooling channel is in a closed state. A liquid inlet and a liquid outlet are formed in the tail end of the thread main shaft, and the liquid inlet and the liquid outlet are arranged in a radial portion of the screw main shaft in parallel and are communicated with the cooling channel. By the adoption of the cooling structure of the ball leading screw device, a cooling loop is formed inside a screw to cool the screw device, the effect on the accuracy of the screw device caused by heat-expansion and cold-contraction is eliminated to a great extent, and finally the accuracy of a machine tool is guaranteed.