The invention provides a high-voltage switching power supply device and aims at solving the problems that equipment is complicated in structure, large in volume and relatively high in cost due to the fact that a high-voltage electric device and a low-voltage and medium-voltage electric device have independent heat dissipation systems separately. The invention further provides a heat dissipation box. The high-voltage switching power supply device comprises an electric device and the heat dissipation box, wherein the heat dissipation box is provided with a box body inner cavity; a cooling medium circulating pipe is arranged in the box wall of the heat dissipation box; the electric device comprises a first heating device arranged in the box body inner cavity and a second heating device arranged outside a box body; and a heat-conducting surface laminated with the second heating device for conducting heat is arranged on the outer wall of the box wall, with the cooling medium circulating pipe, of the heat dissipation box. Transformer oil is injected into the heat dissipation box to meet the insulating requirements of the first heating device during implementation; and the box wall, with the cooling medium circulating pipe, of the heat dissipation box meets the heat dissipation requirements of the first heating device and the second heating device at the same time. The high-voltage switching power supply device is simple in structure and compact as a whole, and the utilization efficiency of the heat dissipation system is improved.