The invention discloses a penetrating shock absorber device. A foundation mounting bolt of a generator or a diesel engine sequentially passes through a foundation mounting hole of the generator or the diesel engine, a main shock absorber, a base mounting hole of the generator and a central hole of an auxiliary shock absorber from top to bottom; the bolt is in threaded connection with a gland of the main shock absorber; the end part of the bolt is connected with a locking nut; the bolt, the locking nut and a gasket are not contacted with a base bracket mounting hole of a generating set and thecentral hole of the auxiliary shock absorber; the auxiliary shock absorber is reversely arranged below a base bracket through the bolt, clamps the bracket together with the main shock absorber and isfixed on the base bracket of the generating set through a shock absorber fixing bolt; a pore diameter of the base mounting hole of the generating set is greater than that of the central hole of the auxiliary shock absorber; the main shock absorber is a composite shock absorber; and the auxiliary shock absorber is a shear type shock absorber. The device has excellent normal and tangential vibration isolation effects and extremely high buffering capacity and tangential impact resistance, and the safety of a movable diesel generator set in operation and movement is guaranteed.