The invention provides an anhydrous cold heading device for a high-strength nut. The anhydrous cold heading device for the high-strength nut comprises a cold header, a mold, a transparent dust blocking box, a smoke removing pipe, a smoke sucking machine, a detecting device, a sewage draining pipe, a cooling device and a sewage draining base, wherein the upper portion of the sewage draining base isconnected with the cold header; the right side of the cold header is connected with the mold; the right side of the mold is connected with the cooling device; the cold header is installed inside thetransparent dust blocking box; the upper portion of the transparent dust blocking box is connected with the smoke removing pipe; the bottom of the smoke removing pipe is connected with the smoke sucking machine; the right side of the smoke removing pipe is connected with the detecting device; the detecting device is installed above the sewage draining pipe; and the right side of the smoke removingpipe is connected with the sewage draining pipe. Oil mist and dust are collected, and the anhydrous cold heading device does not make contact with workpieces during cooling.