The utility model provides a wind-preventing self-extinguished cigarette ash box which mainly comprises a box body, a box cover, an opening and closing door, a fire extinguisher sleeve, a collecting hopper, a positioning plate and a fire extinguisher. The box cover is arranged on the box body, and the opening and closing door and an open hole are respectively arranged on side faces of the box body. The collecting hopper and the positioning plate are arranged in the box body, and the fire extinguisher sleeve is arranged on the positioning plate in sleeved mode. The fire extinguisher is arranged in the fire extinguisher sleeve. The wind-preventing self-extinguished cigarette ash box can prevent wind from blowing away cigarette ash, further can quickly extinguish cigarette ends, and effectively guarantees safety of a construction plant.