The invention relates to a water-free self-cooling pilot bearing structure which consists of an oil tank supporting part, a pilot bearing block part, an oil baffle pipe part and an assistant oil spillage sealing part. According to the water-free self-cooling pilot bearing structure, a traditional pilot bearing oil-water cooler is canceled, by reasonably designing an oil path, the heat of a pilot bearing can be directly led out to the ambient atmosphere, and by designing reasonable heat dispassion surface area through calculation, the temperature of steam turbine oil in an oil tank in the pilot bearing is less than 80 DEG C under the condition that the ambient temperature is not higher than 40 DEG C, the reliability of the pilot bearing is improved, and the problem of water leakage of a cooler in the oil tank of the pilot bearing is thoroughly solved. Contact-type sealing oil baffles are arranged at the upper side and the lower side of a water-free self-cooling pilot bearing, and an air vent is formed in the outer side of a guide bearing collar, so that the inside air pressure and outside air pressure of a bearing oil baffle cylinder are balanced, so as to meet the sealing class IP55 technical requirements of a motor. The pilot bearing structure is suitable for the third-generation nuclear power circulating water pump vertical asynchronous motor lower guide bearing structure requirements, and can be widely applied to the industrials, such as nuclear power, petrochemical and sea water desalination.