The invention relates to the technical field of machining equipment, in particular to a machining machine tool with an automatic conveying device. The machine tool comprises a machine tool body. The machine tool body comprises a base. A control cavity is formed in the upper left side of the base, a machining cavity is formed in the upper middle of the base, and a tool rest cavity is formed in the upper right side of the base. A square slot is formed in the middle of the bottom surface of the machining cavity, and a square supporting plate matched with the square slot is embedded in the square slot. A square groove is formed in the middle of the surface of the square supporting plate, a supporting barrel is arranged on the bottom surface of the square supporting plate, and an air cylinder is arranged in the supporting barrel. A motor box is arranged in the middle of the bottom surface of the base, a stepping motor is arranged in the motor box, and the stepping motor drives the air cylinder to work. The machine tool has the advantages that the structure is simple, operation is convenient, and the cost is low; and operators are greatly freed, the workpiece installing intensity is relieved, the working efficiency is improved, and accidents are greatly reduced.