The utility model relates to a mining self-moving pneumatic vibration device which consists of a pneumatic vibration mechanism, a lifting mechanism, a pneumatic control element and the like. According to one structure, the pneumatic vibration mechanism is formed by knocking hammers, hammer arms, hammer arm shafts, a driving shaft, a vibrating cylinder and the like; the driving shaft is pushed to vibrate back and forth by a vibrating push rod of the vibrating cylinder; and two bearings on the driving shaft respectively roll in chutes of left and right hammer arms to push the left and right hammer arms to respectively swing around the left and right hammer arm shafts so as to drive the knocking hammers at the front ends of the hammer arms to knock a steel cylinder die. According to the other structure, the pneumatic vibration mechanism consists of two sets of laterally symmetrical mechanisms which are positioned at both sides of the steel cylinder die and have the same structure; and each set of mechanism is formed by a vibrating head, a vibrating cylinder, a regulating cylinder, a vibrating seat and the like. The lifting mechanism is formed by a lifting cylinder, a lifting ring and a carrier roller. The mining self-moving pneumatic vibration device is designed for the construction of a mining steel cylinder sand and stone packing pier column, intensely vibrates and can be lifted and descended in a self-moving mode along a steel cylinder die; the die is kept stable; and the mining self-moving pneumatic vibration device is particularly suitable to apply in a coal mine gob-side entry retaining process.