The invention aims at providing a cable penetrating device of a steel strand. The steel strand can be directly and rapidly guided and penetrates through a riveting hole. The cable penetrating device comprises a sleeve. A taper hole section is arranged in a cavity of the sleeve, the small-caliber end of the taper hole section is close to a pipe orifice, the taper hole section is correspondingly provided with a clamping piece, the clamping piece surrounds into the shape matched with the taper hole section, the inner hole section defined by the clamping piece is used for containing the steel strand to be subjected to penetration and connection, and at least small-diameter end of the sleeve-shaped region defined by the clamping piece is in an opening and closing type shape. When the clamping piece is in an opened state, the steel strand is easily put in the region defined by the clamping piece, when stressed, the clamping piece moves to the small-diameter section of the taper hole section,the small-diameter end of the clamping piece is stressed to be locked to clamp the steel strand, the diameter of the sleeve can be designed into the diameter smaller than the riveting hole, thus, aninhaul cable formed by multiple sets of steel strands can easily penetrate out of the riveting hole directly, the clamping piece moves to the large-diameter section of the taper hole section, the small-diameter end of the clamping piece is opened, the steel strand is pulled out, and cable penetrating of one inhaul cable is completed.