The invention relates to a shell-type waste heat boiler, in particular to a shell-type waste heat boiler with a built-in heat transfer oil heating device, and belongs to the technical field of waste heat boilers. The shell-type waste heat boiler with the built-in heat transfer oil heating device comprises a shell, a support table is arranged on the lower portion in the shell, a heating tube nest is supported by the support table, one end of the heating tube nest extends out of a front tube plate of the shell and is connected with a connecting pipe through a connecting flange in a sealed mode, a heat transfer oil inlet and a heat transfer oil outlet are formed in the connecting pipe, and the heating tube nest is filled with heat transfer oil which serves as a heat transfer medium. According to the shell-type waste heat boiler with the built-in heat transfer oil heating device, the structure is simple, compact and reasonable, the requirement of a user for boiler steam quantity is met by adjusting and controlling the flow of heat transfer oil which enters a heating pipe to increase the evaporation capacity of the waste heat boiler, the cost is lower, and the operation and the adjustment are convenient.