The invention relates to a bridge galvanized steel wire clamping device in a high frequency fatigue test. The clamping device comprises two opposite bases (1), two rivet barrels (2) and two anchors (3), wherein the rivet barrels (2) are arranged in the bases (1); the anchors (3) are arranged in the rivet barrels (2). The bridge galvanized steel wire clamping device in the high frequency fatigue test disclosed by the invention fundamentally solves a problem of time and labor consumption in loading and unloading processes when the high frequency fatigue test is carried out on a bridge galvanized steel wire; in the high frequency fatigue test, a clamped end of the steel wire is not easy to break, thus guaranteeing effectiveness of the test; the clamping device is simple in design and structure, and convenient to use.