The utility model relates to a vacuum heating furnace for heating natural gas in the oil industry, in particular to a high-pressure natural gas vacuum heating furnace. The high-pressure natural gas vacuum heating furnace comprises a furnace shell, a furnace pipe, a smoke pipe and a heat exchanger. The furnace pipe and the smoke pipe are arranged in the furnace shell and immersed into water serving as heat transfer media. The heat exchanger is arranged above the furnace pipe and the smoke pipe. A vacuum valve is installed at the top of the furnace shell. The heat exchanger is a large-radius-U-shaped-bend U-shaped pipe high-pressure heat exchanger formed by bending a small-diameter seamless steel pipe. High-pressure pipe plates are installed at the two ends of a U-shaped pipe of the U-shaped pipe high-pressure heat exchanger respectively. A heated-medium inlet and a heated-medium outlet are connected with the high-pressure pipe plates through an inlet high-pressure flange and an outlet high-pressure flange respectively. By means of the high-pressure natural gas vacuum heating furnace, a large number of workloads of butt welding and nondestructive testing of thick wall pipes can be reduced, and the material consumption and the manufacturing cost can be reduced.