The invention relates to a fastening device, which is used for axially fastening a shaft type object. The fastening device comprises a retaining member and a fastening member fixed with the retaining member together, wherein the retaining member comprises a retaining part, and the retaining part is of a hollow conical table structure capable of undergoing elastic deformation radially; the retaining part comprises an outer sidewall in a shape of a conical surface and an inner sidewall of a thread structure, opposite to the outer sidewall; and the fastening member is provided with a conical hole, and the inner wall of the conical hole is matched with the outer sidewall of the retaining part. According to the fastening device disclosed by the invention, the retaining member and the fastening member are fixedly matched together in a conical surface matching manner, thus even if the fastening device is under vibration, the retaining part of the retaining member undergoes radial deformation due to a radial propping force of the conical surface such that the retaining part and the shaft type object are tightly matched, the shaft type object is stably and fixedly retained and the retaining part and the shaft type object are relatively fixed.