The utility model discloses a square columnar optical band cloaking device constructed by using an anisotropic medium. The device is a shell with a cavity, wherein the shell is formed by four transparent anisotropic medium units in an encircling mode. The anisotropic medium units are cylinders, wherein cross sections of the cylinders are isosceles trapezoids. A side surface where a waist of the cross section of the each anisotropic medium unit is located is jointed with the side surface where the corresponding waist of the cross section of the adjacent anisotropic medium unit is located. The side surfaces where lower bottom edges of the cross sections of all the anisotropic medium units are located form an outer wall of the shell. The side surfaces where upper bottom edges of the cross sections of all the anisotropic medium units are located form an inner wall of the shell. The cavity of the shell is used to place an object to be cloaked. When light passes through the device of the utility model, through using the anisotropic medium to control a propagation direction of the light and make the light bypass the intermediate cavity and through making that the direction of emergent light is the same with the direction of original incident light, four direction cloaking effects are possessed. And the device is suitable for the whole visible optical band.