The invention provides a powder grinding machine with an automatic screening function. The powder grinding machine comprises a powder grinding device and a screening device. The powder grinding devicecomprises a supporting shell, a grinding bin, a grinding rotating shaft, a discharging outlet, a discharging baffle, a discharging driver and a vibrator. The grinding bin is arranged inside the supporting shell through the grinding rotating shaft, the discharging outlet is formed in the supporting shell, the discharging driver is arranged inside the side wall of the supporting shell, the discharging baffle is connected with the discharging driver, the vibrator is arranged inside the side wall of the supporting shell, and the powder grinding device is connected with the screening device through the supporting shell. The powder grinding machine has the advantages of integrating the grinding function and the screening function, and effectively improving the powder grinding and detecting efficiency.