The invention discloses a water-cooled connection device for friction stir welding of a high melting point material. The water-cooled connection device for friction stir welding of the high melting point material comprises a main shaft, a cooling cutter handle and a stirring head; a taper hole is machined in the bottom of the main shaft; a shaft shoulder is arranged in the middle of the cooling cutter handle; a circular cone face matched with the taper hole of the main shaft is machined on the outer wall of the portion, on the upper portion of the shaft shoulder, of the cooling cutter handle,and an installing hole used for installing a stirring head is machined in the center of the portion, on the lower portion, of the cooling cutter handle; and a stirring head transition sleeve is fixedto the bottom of the cooling cutter handle through a fastening screw I, and is connected and fixed to the stirring head through a fastening screw II. According to the water-cooled connection device for friction stir welding of the high melting point material, the water-cooled connection device is adopted, efficient connection of the device main shaft and the stirring head is achieved; and coolingis performed on the cutter handle so that cooling on the main shaft and the stirring head is achieved, damage to the device main shaft is avoided, the material requirement on a stirring head clampingpart and the stirring head transition sleeve is lowered, and the service life of the stirring head is prolonged.