The invention provides a cantilevered roll comprising a water-cooling roll shaft, wherein a water inflow channel and a water outflow channel are arranged on the water-cooling roll shaft and are used for providing a cooling water return passage in the working process of the cantilevered roll. The cantilevered roll further comprises a roll shaft, roll body blocks and a stop plate plug, wherein one end of the roll shaft is connected with the water-cooling roll shaft; the other end of the roll shaft is connected with the stop plate plug; and the roll body blocks are arranged on the outer wall of the roll shaft in a surrounding manner in the radial direction of the roll shaft. As a roll body block structure is additionally arranged on the outer wall of the roll shaft, the shock resistance and the load-bearing capacity of the cantilevered roll are enhanced, and the cantilevered roll can bear impact and shock unceasingly in the working process; and when the cantilevered roll receives the impact of an external force in the working process, the roll body blocks on the roll shaft, which have the characteristic of large load-bearing capacity, serve the function of slowing down the impact, so as to enhance the impact resistance of the cantilevered roll. The invention further provides a step-type heating furnace on which the cantilevered roll with the structure is arranged.