The invention provides a three-phase and five-column high-frequency transformer with a ventilating and cooling structure. The three-phase and five-column high-frequency transformer comprises magnetic cores, windings, fans and an auxiliary machine structure, wherein the windings wind the magnetic cores; the fans are used for ventilating and cooling; the auxiliary machine structure comprises an upper pressure plate, a lower pressure, lateral pressure plates and an insulating cushion block; the insulating cushion block is used for supporting the windings; upper magnetic yokes and lower magnetic yokes of the magnetic cores are fixed in the same plane through the upper pressure plate and the lower pressure plate; side yokes at two sides of the magnetic cores are fixed through the lateral pressure plates, so that the magnetic cores stand upright and do not shift; gaps between the upper pressure plate and the lower pressure plate and the magnetic cores are filled with heat-conducting glue; and each of the contact parts of the upper pressure plate, the lower pressure plate and the lateral pressure plates and the magnetic cores are also laid with a layer of heat-conducting glue, so that good contact is ensured; the heat of the upper magnetic yokes and the lower magnetic yokes are transferred to the upper pressure plate and the lower pressure plate; and the heat of the side yokes is transferred to the lateral pressure plates. According to the three-phase and five-column high-frequency transformer, three-phase magnetic cores and the side yokes are simultaneously ventilated and cooled; cooling of the upper magnetic yokes and the lower magnetic yokes is enhanced by the auxiliary structure; and the radiation problem of different heat sources caused by incomplete symmetry of three phases of a plane structure is solved.