The invention relates to the field of hydraulic cylinders, in particular to a tunneling hydraulic cylinder. The tunneling hydraulic cylinder comprises a fixing sleeve, a hydraulic structure, a filterscreen, a dust removal structure, an end cover and a lubricating structure, wherein the dust removal structure is matched with the use of the hydraulic structure, so that the hydraulic structure drives a cleaning assembly in the dust removal structure and a hydraulic shaft in the hydraulic structure to rotate while the hydraulic structure extends; the dust removal structure drives the lubricatingstructure, so that lubricating oil liquid is extruded, and the lubricating oil is uniformly smeared on the hydraulic shaft through the dust removal structure, so that the transmission of the hydraulicstructure is more stable; meanwhile, later-stage waste residue is prevented from being adhered to the hydraulic shaft; meanwhile, the dust removal structure blows the hydraulic shaft through gas, sothat the lubricating oil is further smeared on the hydraulic shaft more uniformly, and the waste residue in a coal mine can be prevented from being adhered to the hydraulic shaft during hydraulic driving; and when the hydraulic structure is shortened, the hydraulic structure drives the cleaning assembly in the dust removal structure to rotate, so that sweeps on the hydraulic shaft are scraped, andthe sweeps are prevented from entering the interior of the hydraulic structure.