The invention provides a cooling and conveying device, and belongs to the technical field of conveying devices. The cooling and conveying device comprises a tank, a spindle, a driving mechanism, a feed inlet, a discharge outlet and a cooling mechanism. Advancing blades are intermittently arranged on the spindle and comprise cavity matrixes and spiral blades, the spiral blades are arranged on the cavity matrixes, the cooling mechanism comprises a water inlet pipe, communicating pipes and a water outlet pipe, the water inlet pipe, the communicating pipes and the water outlet pipe are arranged in the spindle, and the water inlet pipe, the cavity matrixes and the water outlet pipe are sequentially communicated with one another via the communicating pipes. The cooling and conveying device has the advantages that the cooling and conveying device is novel in structure and reasonable in design and can be applied to mixing, conveying and cooling expanded ammonium nitrate explosive, the expanded ammonium nitrate explosive can be sufficiently mixed, products are good in free-running property and stable in quality, and good cooling effects can be realized.