The invention relates to the field of vehicle shock absorption and discloses a damping shock absorber and a bulldozer. The damping shock absorber comprises a cylinder, a supporting inner column, a rubber assembly, a piston and an oil returning channel, wherein the cylinder is internally provided with an oil cavity for storing silicone oil, and the end, located on the bottom of the oil cavity, of the cylinder is provided with a first damping hole; one end of the supporting inner column is located in the oil cavity; the rubber assembly is arranged on the supporting inner column in a sleeving manner, and the rubber assembly is fixed to the cylinder and the supporting inner column and is in sealed connection with the cylinder and the supporting inner column; the piston is fixedly connected toend, located in the oil cavity, of the supporting inner column, the piston is in sliding connection with the cylinder and achieves sealing with the cylinder, and the piston is provided with a plurality of second damping holes penetrating the upper end and the lower end of the piston; and the oil returning channel communicates with the first damping hole and the part, located between the piston andthe rubber assembly, of the oil cavity. When the supporting inner column is subjected to external force, damping force is provided through rubber elastic deformation, the silicone oil can provide damping force when flowing through the first damping hole and the second damping holes, and by means of multistage shock absorption, the driving comfort is guaranteed.