The invention belongs to the technical field of designing and manufacturing of auxiliary transportation equipment for underground coal mines, and provides a stepping self-moving anchoring device of an equipment train so as to solve the technical problems that an existing winch pulling-moving equipment train mainly adopted for underground coal mines is large in workload, poor in stability and high in dangerousness. The stepping self-moving anchoring device comprises a front pushing-moving jack, hoisting devices, deviation adjusting devices, an anchoring frame, tracks and a rear pushing-moving jack, wherein the hoisting devices are arranged on the front and rear sides of the anchoring frame respectively, the tracks are arranged on the lower portions of the hoisting devices, the deviation adjusting devices are arranged at the front and rear ends of the anchoring frame respectively, and the front pushing-moving jack and the rear pushing-moving jack are arranged in the front and back of the anchoring frame respectively. The stepping self-moving anchoring device has the hoisting, deviation adjusting and anchoring effects on the equipment train; the anchoring frame replaces a winch, steel wire rope traction is omitted, and therefore the train sliding accident caused by breakage of a steel wire rope is avoided; the stepping self-moving anchoring device is provided with the tracks, workers do not need to lay tracks repeatedly, and therefore labor is saved, and safety of the workers is guaranteed.