The invention discloses a lifting, conveying, loading and unloading device for hole digging of underground pipe gallery vertical shaft. The lifting, conveying, loading and unloading device comprises the vertical shaft, an unloading area, supporting frames, a lifting, conveying and unloading cross beam, an electric hoist and a loading hopper. The supporting frames are arranged on the upper portion of the vertical shaft. The lifting, conveying and unloading cross beam is arranged on the tops of the supporting frames. The electric hoist is arranged on the lifting, conveying and unloading cross beam and connected with the loading hopper through a steel wire rope. The unloading area isolated from the vertical shaft is arranged on the supporting frames. The lifting, conveying, loading and unloading device for hole digging of the underground pipe gallery vertical shaft has the advantages that the problem of earthwork outward transporting during excavating of an urban underground pipe gallery tunnel is solved, the difficult problem that a loading machine is needed to cooperate with a transporting car to load during loading and unloading of earthwork previously is solved through perpendicular and horizontal movement of the monorail electric hoist, the device is especially suitable for excavating of the urban tunnel and a subway with narrow construction fields, and investment is reduced.