The invention discloses a pile hammer and a pile driving device with the pile hammer. The pile hammer comprises a pile driving device body, wherein a filter box is fixedly connected to the top of the right side of the pile driving device body, and a diesel pile hammer is arranged at the bottom of the right side of the pile driving device body. According to the pile hammer and the pile driving device with the pile hammer, the pile driving device body, a box door, the filter box, a liquid inlet pipe, a first box body, a first liquid outlet valve, a second box body, a second liquid outlet valve, an exhaust fan, the diesel pile hammer, cooling fins, a sliding block, a second air outlet pipe, a second electromagnetic valve, a fan, an atomizing nozzle, a water level sensor, a partition plate, a first electromagnetic valve, a first air outlet pipe, a communicating pipe, a dustproof filter screen, a controller, an audible and visual alarm and a nitric oxide gas sensor are arranged and used in cooperation, and therefore the problem that due to the fact that an existing pile hammer and an existing pile driving device with the pile hammer usually do not have the function of efficiently filtering and removing nitric oxide, large pollution is prone to being caused to the atmosphere is solved.