According to the present invention, in a heating furnace in which a fuel is burned by mixing the fuel supplied through a fuel supply pipe with combustion air supplied through a combustion air supply pipe by a combustion burner, a cooling medium guiding pipe through which cooling air for cooling the fuel supply pipe is guided into the furnace is provided to the outer peripheral side of the fuel supply pipe, and a cooling water supply pipe through which cooling water is supplied via a cooling water adjusting valve is connected to the cooling medium guiding pipe.