A shock-proof billiard cue bag, for holding the billiard cue and preventing the billiard cue from damage. The invention includes a bag with at least one separation, so as to divide an interior space of the bag into at least two holding spaces. A buffering device is located at a bottom end of each of the holding spaces, respectively. The buffering device is provided with a seat, an elastic member located above the seat, and a stop piece at a top end of the elastic member. When a billiard cue is emplaced in the holding space, a bottom end of the billiard cue is supported by the stop piece of buffering device. When the bag is accidentally impacted on a ground, an upward impacting force incurred can be offset by a counterforce of a compression-resistant spring, thereby protecting the billiard cue from damage.