A drilling device for coal mining is provided, including a placement board. The placement board is fixedly connected to a first support pillar and a second support pillar, and the first support pillar and the second support pillar are together fixedly connected to a transmission rod; the transmission rod is connected to support rods symmetrically distributed in a limited sliding manner, and the support rods symmetrically distributed are connected to a connecting rod in a sliding manner; the connecting rod is provided with grooves evenly distributed in a circumferential direction, the grooves are fixedly connected to pneumatic telescopic blocks, and the telescopic end of each pneumatic telescopic block is fixedly connected to an arc-shaped plate. The arc-shaped plate is extended in a circumferential direction to support the drilled hole close to the drill bit, preventing the collapse of the drilling wall close to the drill bit.