The invention belongs to the technical field of welding equipment, and discloses a cold welding machine with a waterproof function. The cold welding machine with the waterproof function includes a machine housing, a welding assembly and a sunshading and waterproofing device; the welding assembly is arranged inside the machine housing, and the sunshading and waterproofing device includes a ceilingand stand columns, wherein the stand columns are located under the ceiling; the center of the ceiling is higher than the periphery of the ceiling; water collection grooves are formed in the edges of the ceiling, and drainage holes are formed in the water collection grooves; the stand columns are of vertically-through hollow structures; the tops of the stand columns are arranged inside the drainageholes and are communicated with the water collection grooves; a sleeve ring is fixed to the outer portion of the machine housing, and the stand columns are inserted into the sleeve ring. Compared with related technologies, the sunshading and waterproofing device is added in the cold welding machine with the waterproof function; exposure to blazing sun and rainwater can be avoided; the sunshadingand waterproofing device can be mounted or not as required; the cold welding machine is simple in structure, practical and flexible to use.