A piston locating device for a free piston type temperature difference generator comprises an ECU, switch type heat exchange device combinations, an air cylinder, a free piston and an air cylinder cover and further comprises a free piston shaft, a guide rail and an adjusting cavity. The two ends of the free piston shaft are covered with a cap-shaped self-lubricating material which is polytetrafluoroethylene resin. The free piston shaft is located in the circle center of the free piston and tightly connected with the free piston. The guide rail is located in the center of the air cylinder cover and tightly connected with the air cylinder cover and can be integrated to the air cylinder cover as well. The guide rail is in a round-tube shape and the piston shaft moves in a center hole channel. The adjusting cavity is formed in the outer side of the guide rail and used for adjusting the air pressure change in the guide rail. Operation can be performed more stably through the locating device, friction losses are reduced as well, and the overall work efficiency of the free piston type temperature difference generator is higher.