A rain-proof device for rectilinearly movable exit of wire rope belongs to the hoisting equipment technology field. The device comprises a rope sleeve, a horizontally moving dolly, a vertically moving dolly, folding top covers, a bottom shield, a bracket, a horizontally moving guide rod, a horizontally moving guide support, a vertically moving guide rail, and a top cover guide rod. The rope sleeve, the horizontally moving dolly, and the vertically moving dolly all have split structures. The rope sleeve is mounted on the horizontally moving dolly; the horizontally moving dolly is mounted on the vertically moving dolly. The horizontally moving dolly moves horizontally with the guidance of the horizontally moving guide rod and the horizontally moving guide support; the vertically moving dolly moves along the vertically moving guide rail on the bracket. The two symmetrically arrange folding top covers are hung under the top cover guide rod; one end of each top cover is fixedly arranged onthe bracket; the other end of the top cover is fixedly arranged on the vertically moving dolly; and the top covers are driven to unfold or fold by the traction of the vertically moving dolly. The folding top covers always cover over the bottom shield during motion, and the bottom shield and the bracket are arranged directly at the exit of wire rope. The invention is applied for the exit of wire rope which traverses through the top of a machine room; and achieves the advantages of light weight, good rain proof effect and convenient maintenance.