The present invention relates to a rod clamping device, and the rod clamping device for clamping a rod to a driving shaft provided at a head part moving along a lead of a boring machine comprises: a housing coupled to the driving shaft; a locking member screw-coupled to the housing so as to move forward and backward according to the forward and reverse rotations of the housing coupled to the driving shaft; a supporting part supported by the housing; and a collet unit extended from the supporting part so as to be inserted into a hollow part of the rod, and including a plurality of collet parts for holding and releasing the rod according to the forward and backward movements of the locking member. The rod clamping device, according to the present invention, can hold the rod by expanding the outer diameter of the collet unit inserted into the rod, and thus can more easily replace the rod. In addition, since the rod is coupled to the driving shaft of the head part by the collet unit, the wear and breakage of the rod and the driving shaft caused by frequent replacement of the rod or excessive fastening of the rod can be prevented.