The invention discloses an air fryer capable of forming thermal cycle heating through cyclone. The air fryer comprises a windshield cover, a motor assembly, an extractor fan and a rotating air duct unit, wherein the lower part of the windshield cover is opened, and a small hole is formed in the center of the upper part of the windshield cover; the motor assembly is arranged at the upper part of the windshield cover and comprises a motor transmission shaft, and the motor transmission shaft penetrates through the small hole in the center of the upper part of the windshield cover; the extractor fan is arranged in the windshield cover and is connected with the motor transmission shaft; the rotating air duct unit is arranged in the windshield cover, is positioned under the extractor fan and is fixedly connected with the windshield cover through a connecting post, a ventilating opening is formed in the upper part of the rotating air duct unit, and the lower part of the rotating air duct unit is opened; the rotating air duct unit can enable air flowing downwards under the combined action of the extractor fan and the windshield cover to flow downwards rotationally along a certain angle to form the cyclone. According to the air fryer disclosed by the invention, the thermal cycle heating is formed through the cyclone, and thus food can be more uniformly baked by hot air.