The utility model relates to an automatic ball guiding device of a steel ball coal grinding machine, which is characterized by comprising a conical pipe, ball collecting grooves and a ball collecting pipe, wherein the conical pipe is connected with an inlet of the coal grinding machine through a support, the small diameter end of the conical pipe is connected with the ball collecting pipe, the ball collecting grooves are symmetrically arranged on the ball collecting pipe along the radial direction, ball outlet holes are arranged on the wall of the ball collecting pipe corresponding to the ball meeting sides of the ball collecting grooves, and partition plates for separating the ball outlet holes are arranged on the ball collecting pipe. The number of the ball collecting grooves is 1-2 pairs. Compared with the prior art, the automatic ball guiding device of the steel ball coal grinding machine has the benefits that, when a cylinder body of the steel ball coal grinding machine rotates normally, steel balls can fall into a ball guiding groove along with the rotation of the coal grinding machine and are discharged along the conical pipe, thereby greatly reducing the maintenance workload and the labor intensity.