The invention discloses a split type hot continuous rolling cooling water retaining structure which comprises a first mounting frame body, a second mounting frame body and a connecting piece. A roller cooling water collecting pipe is mounted on the concave face of the first mounting frame body, a jet nozzle is mounted opposite to the direction of a working roller in the roller cooling water collecting pipe, a lug piece is arranged on the convex face of the first mounting frame body, and the lug piece is connected with a piston rod of an air cylinder. A water cutting board is mounted at the front end of the second mounting frame body. The front end of the first mounting frame body and the rear end of the second mounting frame body are in L-shaped step face lap joint corresponding to connecting edges, and are fixed through the connecting piece to be integrally connected. According to the split type hot continuous rolling cooling water retaining structure, the front portion of a frame body of the rolling cooling water collecting pipe is designed to be of a split type structure, cooling water on the surface of a roller can be stopped from entering a rolling deformation area, the front portion which can be deformed easily can be replaced quickly and conveniently, the time for maintaining and replacing is shortened, and steel rolling operation efficiency is improved.