The invention discloses a rotary kiln provided with a supporting roller shaft water cooling device, which consists of a burner, a cylinder, a rolling ring, a gear ring, a supporting roller device and a driving device, wherein the supporting roller device consists of a supporting roller, a supporting roller shaft, a rolling bearing, a bearing block, a plug screw, a sprinkling pipe, a water pipe fixed mount and an underframe. The center of the supporting roller is axially provided with a through hole, and the sprinkling pipe of which the side wall is drilled with a plurality of holes is inserted in the through hole. One end of the through hole is provided with threads and is connected with the plug screw of which the head part is a plain shaft through the threads, while the other end is fixed on the bearing block through the water pipe fixed mount. The rotary kiln has the advantages of using cooling water to cool the inner surface of the supporting roller shaft and reducing the temperature of the supporting roller shaft so as to play a role of reducing the temperature of the rolling bearing so that the service life of the rolling bearing is greatly improved. Besides, the rotary kiln has the advantages of novel structure, low improvement cost and remarkable cooling effect.