A compressed air drying device that dries compressed air discharged from a compressor includes a dryer and a controller. The dryer includes a drying container, which is filled with a desiccant, and a discharge valve arranged in a discharge port that discharges drainage produced by regeneration of the desiccant. The controller obtains an ambient temperature and controls opening and closing of the discharge valve. When the ambient temperature is a temperature at which freezing occurs, the controller moves the compressed air, which is discharged from the compressor and heated, into the dryer and restricts opening of the discharge valve.