The invention belongs to the field of lubricant compositions, and provides an aluminum cold rolling composite extreme pressure additive. The aluminum cold rolling composite extreme pressure additive comprises, by mass, 25-50% of an extreme pressure anti-wear agent, 4-10% of high fatty acid ester, 4-10% of higher aliphatic alcohol, 0.5-3% of an antioxidant and 30-55% of base oil. 1-5 Parts of the composite extreme pressure additive is added to the rolling oil, and 5-8 parts of an aluminum rolling oil additive and base oil are combined, so the integral lubrication performance of the rolling oil is improved without changing the original process, the strength of an oil film is increased obviously, the rolling lubrication ability in the strip and foil processing process under a large reduction condition is guaranteed, and the annealing oil stain condition is good.