The invention relates to a waveguide coaxial conversion device, in particular to a millimeter wave parallel-type waveguide coaxial conversion device. The millimeter wave parallel-type waveguide coaxial conversion device comprises a coaxial connector, an inner conductor and a waveguide cavity, wherein a cylindrical hollow cavity which penetrates through two ends of the waveguide cavity is arranged in the waveguide cavity; multiple stages of steps are arranged on one inner side surface of the waveguide cavity; the step crossing the central axis of the hollow cavity is provided with a through hole along the direction of the central axis; one end of the inner conductor is fixedly arranged in the coaxial connector and the other end is arranged in the through hole in the waveguide cavity; and the inner conductor is not in contact with the inner wall of the through hole. The millimeter wave parallel-type waveguide coaxial conversion device provided by the invention is small in influence of environmental factors, small in influence on the standing-wave ratio and good in usability, does not need to take measures to prevent excessive graphite dust from remaining in the waveguide cavity and can be normally used in a complicated environment.