The invention relates to equipment for removal of multiple pollutants in waste gas of a setting machine and in-situ regeneration of an adsorbent. The equipment includes a dust-removing oily fume-removing device, a flue gas de-whitening device, a VOC adsorption regeneration device and an oil-water separation device; the dust-removing oily fume-removing device comprises a filter and a wet electrostatic precipitator, the flue gas de-whitening device includes a first-stage gas-water heat exchanger, a third-stage gas-water heat exchanger, a second-stage gas-water heat exchanger, and a water coolingtower, the VOC adsorption regeneration device includes an adsorption tank, a catalytic burner and a gas-gas heat exchanger, and the oil-water separation device includes an oil-water separator; an inlet of the filter is connected with the waste gas of the setting machine; an inlet of the first-stage gas-water heat exchanger is connected with an outlet of the filter, and the first-stage gas-water heat exchanger is connected with the third-stage gas-water heat exchanger located at an outlet of the adsorption tank. The equipment has the following beneficial effects: 1) simultaneous removal and ''de-whitening'' of the multiple pollutants are realized; 2) the generation amount of waste water is reduced; and 3) the adsorbent is regenerated in situ.