The invention discloses a clustered shaped electrode holding device, belonging to the technical filed of electric discharging machining and comprising an electrode holder interface, an electrode clamping head, electrode units, a flexible seal ring, a rigid baffle ring and a tightening nut, wherein the non-clamping end of the electrode clamping head is connected with the screw thread of the electrode holder interface; the clamping end of the electrode clamping head clamps the electrode units, and is connected with the flexible seal ring, the rigid baffle ring and the tightening nut in series in sequence by the electrode units; and screw threads are arranged on both the electrode clamping head and the tightening nut so as to clamp the electrode units and compress the flexible seal ring and the rigid baffle ring tightly in a top contact mode. The holding device can conveniently, practically and reliably realize reliable holding for all electrode units of the clustered electrode, and can compatibly realize stable electric discharging machining of the clustered electrode under reliable forced purge.