The utility model discloses a moving block structure of a finishing mill of a hot continuous rolling production line. The device comprises a moving block and a transversely-moving hydraulic cylinder barrel integrally arranged on the moving block. An opening is formed in one side of a cylinder barrel of the transverse moving hydraulic cylinder and is provided with a cylinder cover; a piston rod isarranged on the cylinder cover in a telescopic mode, a piston is arranged at the end, stretching into the transverse-moving hydraulic cylinder barrel, of the piston rod, a fixing block is connected tothe end, located outside the transverse-moving hydraulic cylinder barrel, of the piston rod, and two oil inlet and outlet openings are further formed in the transverse-moving hydraulic cylinder barrel. According to the utility model, the transversely-moving hydraulic cylinder barrel integrally arranged on the moving block is applied; one end of the piston rod outside the cylinder barrel of the traversing hydraulic cylinder is connected with a fixed block; compared with a moving block assembling structure of an original finishing mill, a pin shaft connecting structure is omitted, abrasion cannot be caused any more by impact force generated when the working roller axially moves, a roller moving gap is eliminated, and accurate and stable operation of the finishing mill is facilitated.