The invention discloses a pavement heating milling machine and a material conveying device thereof. The pavement heating milling machine comprises a material collecting device, an inclined material lifting device, a lifting oil cylinder, a hopper and a horizontal material conveying device, a guide rail is arranged on the inclined material lifting device, and a pulley assembly is fixedly connectedto a frame and is installed on the guide rail in a sliding manner, so that the inclined material lifting device can move relative to the frame along the direction of the guide rail, and the inclined material lifting device ascends or descends. One end of the lifting oil cylinder is connected with the frame, and the other end is connected with the inclined lifting device. The material collecting device is arranged at the material inlet end of the inclined material lifting device, an inlet of the hopper is located below a discharging opening of the inclined material lifting device, and an outletof the hopper is located above the horizontal material conveying device. A discharging assembly is arranged at the discharging opening end of the horizontal material conveying device, the horizontalconveying device is arranged on the frame, and the inclined material lifting device, the hopper and the horizontal material conveying device are all provided with the heating and heat preservation mechanisms used for heating an asphalt mixture during the lifting and conveying process.