The invention discloses a built-in welding wire clamping device. The built-in welding wire clamping device comprises a front end cover, an auxiliary cylinder, a front support, an auxiliary piston, a chuck, a main cylinder, a rear support, a main piston and a rear end cover which are all annular and are arranged coaxially; the auxiliary piston and the main piston apply backward force to the chuck together, so that the front end of the chuck retracts to clamp a welding wire. According to the built-in welding wire clamping device, the chuck and the external wall of the wiring wire are in surface contact; the welding wire is clamped by clamping force and is subject to common thrust of the front piston and the rear piston, so that the clamping force is great and the welding wire cannot be deformed. In addition, the built-in welding wire clamping device has the appearance of a rotating body and a very small radial size, and is suitable for being mounted in a hollow wrist arm of a welding robot for use and is small in occupied space; the arm action of the welding robot is more flexible after the built-in welding wire clamping device is mounted and used.