The invention provides a gearbox and a vehicle with the gearbox. The gearbox comprises a shell, a transmission assembly and an oil guide assembly, wherein a chamber is limited in the shell, an oil guide groove is formed in the side wall of the chamber, the oil guide assembly is arranged on the side wall of the shell and comprises an oil guide base and a first filter screen, the top of the oil guide base is opened, the first filter screen is arranged on the top of the oil guide base, an oil guide passageway is limited in the oil guide base, and the rear end of the oil guide passageway is communicated with the oil guide groove through an oil guide nozzle. According to the gearbox, the oil guide assembly with the first filter screen is arranged in the shell so that filtered lubricating oil can be guided to the transmission assembly, the oil guide assembly can have the lubricating oil guide effect, lubricating oil entering the transmission assembly can be filtered, scrap iron, impurities and the like generated in the gearbox can be prevented from entering the transmission assembly and damaging the transmission assembly, the work stability and reliability of the gearbox are improved, and the service life of the gearbox is prolonged.