The utility model relates to a cold rolling mill working roll oil-air lubrication same-side connecting device, which comprises a driving side bearing box, an operational side bearing box, an oil-air joint, a syphon, a hose, a connecting pipe, a fixing press cover and a quick-change joint; wherein, the driving side and the operational side bearing box are respectively provided with a pipe hole, the outer side of the connecting pipe that passes through the pipe hole of the driving side bearing box is connected with the oil-air joint by the syphon; the inner side of that passes through the pipe hole of the driving side bearing box is arranged fixedly on the driving side bearing box and then connected with the connecting pipe that passes through the operational side bearing box by the quick-change joint and the hose. The connecting pipe is arranged fixedly outside the operational side bearing box by the fixing press cover, and then connected with the quick-change joint. The connecting device is characterized in that: even if the bearing box is attached with elastic colloid, joint can be replaced quickly at the operational side, the connecting pipe can swing along the housing, when steel strips exist, the work roll can also be replaced; the connecting device facilitates operation and maintenance, reduces accident possibility, shortens roller-replacing time, reduces steel strip cutting head loss, and improves operation efficiency and metal yield.