The invention discloses a heat insulating pipe with an early warning function, a one-step production method thereof, a sizing cooling water jacket and a one-step forming machine. A test line and an alarm line of the heat insulating pipe with the early warning function are put in a heat insulating layer while the heat insulating pipe is produced with the one-step production method, and the test line and the alarm line are fixed only through the heat insulating layer. According to the one-step production method, the test line and the alarm line are put between the outer wall of a steel pipe andthe inner wall of an outer protective pipe while the outer protective pipe is generated on the periphery of the steel pipe, and the test line and the alarm line are fixed through the heat insulating layer. The sizing cooling water jacket is provided with two line guide holes. The one-step forming machine comprises the above sizing cooling water jacket, the one-step forming machine is provided withtwo line supply devices, and the two line supply devices are arranged on the two sides of the portion behind a combined machine head. The labor intensity of staff can be greatly reduced, the production cost can be greatly reduced, and the production efficiency can be greatly improved.