A wheel-mounted type brake disk device comprises two disk bodies and bolts; sliding key grooves and sliding block grooves are formed in the installing faces of the disk bodies, evenly distributed in the circumferential direction and arranged at intervals; each sliding key groove in each of the two disk bodies corresponds to one hollow sliding key; sliding key heads are arranged in the sliding key grooves in a loose manner; sliding key rods are inserted into corresponding through holes in a wheel web; each bolt is inserted in from a corresponding bolt hole in one disk body and penetrates hollow cavities of two corresponding sliding keys to be inserted into a corresponding opposite bolt hole in the other disk body, and the bolt is in movable fit with the hollow cavities of the two sliding keys; loose sliding blocks are arranged in the sliding block grooves; a hollow force transmitting pin penetrating the corresponding through hole in the wheel web is arranged between every two corresponding opposite sliding blocks; and each bolt is inserted in from the corresponding bolt hole in one disk body and penetrates a pin cavity of the corresponding force transmitting pin to be inserted into the corresponding opposite bolt hole in the other disk body, and the bolt is in movable fit with the pin cavity of the force transmitting pin. By means of the wheel-mounted type brake disk device, the bolts can be protected and are prevented from being damaged when bearing shearing force, and the structural stress caused by the radial expanding deformation of the disk bodies can be effectively released.