The invention relates to the field of motor cooling shafts, in particular to a cooling shaft structure for an underground coal mine explosion-proof motor. According to the cooling shaft structure for the explosion-proof motor, a shaft is divided into an outer shaft, an inner shaft and a shaft bar. Cooling media enter an inner shaft center hole from a medium opening A and flow into the front end of the inner shaft, after the cooling media penetrate through the inner shaft and reach the other end, the cooling media flow into the space formed by the inner shaft outer wall, the shaft bar and the outer shaft inner wall, finally, the cooling media flow out from a cooling medium opening in the outer shaft B, a circulating water channel is formed, the effect for cooling the explosion-proof motor is achieved, shaft cooling is accelerated, bearing damage is reduced, motor normal operation is guaranteed, according to the structure, a medium opening B can be used as a medium inlet, and the medium opening A is used as a medium outlet. The structure with the outer shaft, the inner shaft and the shaft bar combined together guarantees enough strength of the rotating shaft, and the fact that the cooling water channel can bear the working pressure required for explosive-proof performance is guaranteed.