The invention discloses a combined anti-theft bolt with the protective cover. The combined anti-theft bolt comprises a bolt head, a screw rod, a protective cover, annular grooves, mounting grooves, clamping blocks and torsional springs, wherein the bolt head is in a hexagonal shape, the screw rod is fixed to the center of the bottom of the bolt head, a circle of annular groove is formed in the side wall of the bolt head, the protective cover covers outside the bolt head, the protective cover is a cylindrical cover body with a downward opening, and the inner diameter of the protective cover islarger than the circumcircle of the bolt head, the multiple mounting grooves are formed in the inner wall of the protective cover, the mounting grooves are positioned on the same circumferential surface, the torsional springs are arranged in the mounting grooves, the torsional springs are connected with the clamping blocks, and the clamping blocks extend into the annular grooves. The protective cover covers the bolt head, and the clamping blocks are matched with the annular grooves, so that the protective cover and the bolt head are not easy to separate and slip between the protective cover and the bolt head, the bolt head cannot be screwed easily, and the bolt has good anti-theft performance.