The invention discloses an initiative heat dissipation device for a power device in an anti-explosion box. The initiative heat dissipation device comprises an in-box radiator arranged in the closed anti-explosion box and an external radiator arranged outside the closed anti-explosion box, the in-box radiator is tightly attached to a heating surface of the power device in the closed anti-explosionbox, and a U-shaped heat exchange liquid circulation pipe is arranged in the in-box radiator; the two ends of the heat exchange liquid circulation pipe are connected with the two ends of a U-shaped external heat exchange liquid circulation pipe in the external radiator through circulation hoses, an in-box radiator temperature sensor of the in-box radiator is connected with a heat dissipation device controller through a signal cable, and an external anti-explosion fan which is arranged outside the closed anti-explosion box is connected to the heat dissipation device controller through an external anti-explosion fan cable. The problem is solved that in the prior art, heat generated by the large-power device in the anti-explosion closed box in the site of an oil field cannot be diffused in time or transmitted out of the box, and accordingly the device is frequently burnt due to overheating.