The invention discloses a cold trap used for on-line purification of radiosodium, which comprises an outer cylinder body. A wire gauze arranged in the outer cylinder body. A sodium inlet and a sodium outlet are arranged on the upper part of the outer cylinder body. A central return conduit is arranged inside the outer cylinder body communicating with the sodium outlet through a heat saving unit coil. The technical proposal provided by the invention makes the best of the temperature difference between the inlet and the outlet for heat exchange, thus improving the efficiency of heat utilization. On the premise that a reactor is not stopped, liquid sodium of high temperature is cooled, separated out, filtered, heated and so on. The invention can process a great deal of sodium and is applicable for on-line purification of a great deal of sodium.