The invention discloses a closed type sliding following oil receiving device applied to oil return of a hydrostatic guideway. The closed type sliding following oil receiving device is applied to high-quality unresisted recovery of hydraulic oil of the hydrostatic guideway, and comprises a dustproof sealing ring gland, a gland fixing screw, a dustproof sealing ring, an oil conveying pipe, a closely-pitched locking nut, a compound gasket, a sealing compound gasket, an oil receiving transitional screw, an oil receiving box, an upper cover of an oil receiving tank, the oil receiving tank and an oil receiving tank fixing screw, wherein the oil receiving box is fixed and is communicated with an oil outlet of a sliding table of the hydrostatic guideway through the oil receiving transitional screw; a threaded end of the oil conveying pipe is fixedly arranged on the oil receiving box through the closely-pitched locking nut, is lower than the oil outlet of the sliding table of the hydrostatic guideway and is parallel to an axis of the hydrostatic guideway; through the sealing of the sealing compound gasket, an oil outlet end of the oil conveying pipe is always positioned inside the oil receiving tank within the stroke; and the oil receiving tank is fixedly arranged on a machine tool body by the oil receiving tank fixing screw and is sealed through the upper cover of the oil receiving tank and the dustproof sealing ring, so leak-free unresisted high-cleanliness recovery of hydraulic oil is realized.