An inner-cooling transformer rolling iron core is formed by three rolling iron core components with closed magnetic circuits. Each rolling iron core component comprises two straight line portions and two arc portions. Each closed magnetic circuit is formed by connecting the two straight line portions and the two arc portions of each rolling iron core component in end-to-end mode. A vertical section of each closed magnetic circuit is in a shape of an athletic track, every two of six straight line portions of the three rolling iron core components are combined with each other to form three iron core columns of the rolling iron core, and six arc portions of the three rolling iron core components form six arc iron yokes connecting the three iron columns and arranged on the upper portion and the lower portion. Two straight line portions of each rolling iron core component are provided with cooling grooves extending along the central lines of the rolling iron core component respectively, every two groove openings of the two cooling grooves on two adjacent rolling iron core components are clamped oppositely, and an inner cooling channel penetrating vertically is formed inside each iron core column. The inner-cooling transformer rolling iron core adopts a novel three-dimensional rolling iron core structure and new design of removing an innermost hot point of the rolling iron core so that the temperature of the rolling iron core is reduced, and the service life of the rolling iron core is prolonged.