The invention discloses a clamp type compact on-line quenching system, comprising a heating furnace and a jet cooling device. The clamp type compact on-line quenching system characterized in that: (1) the heating furnace employs a structure capable of opening and closing up and down and making a horizontal movement perpendicular to an extrusion direction; (2) the jet cooling device also employs a structure capable of opening and closing up and down and making the horizontal movement perpendicular to an extrusion direction, and the jet cooling device is against the heating furnace and close to the surface of an extruded profile; and (3) a multi-roll guide device with a traction effect is additionally arranged.