The invention provides a double-pipe cyclic heating wellhead four-way device. The double-pipe cyclic heating wellhead four-way device comprises an outer pipe and an inner pipe, wherein the outer pipe sleeves the inner pipe in a fixed manner; an annular space is formed between the inner pipe and the outer pipe; a water inlet bypass and a water outlet bypass communicated with the annular space are arranged on the pipe wall of the outer pipe; the water inlet bypass is located above the water outlet bypass; a filtering assembly is arranged in the outer pipe and at the upper end of the inner pipe; the filtering assembly comprises a shell with a water filtering cavity and a filter element arranged in the water filtering cavity; a water inlet hole and a water outlet hole are formed in the shell; the water inlet hole is communicated with the water inlet bypass; the water outlet hole is communicated with the upper end opening of the inner pipe; and a liquid circulating channel is formed by sequentially making the water inlet bypass, the filtering assembly, an inner cavity of the inner pipe, the annular space and the water outlet bypass communicated. The double-pipe cyclic heating wellhead four-way device can be used for filtering water and the liquid circulating channel is prevented from being blocked.