The utility model relates to the technical field of producing industrial molybdenum oxide by using molybdenum concentrate and provides a molybdenum concentrate self-heating roasting device, which comprises an air heat-exchange device and a blast blower (5) mounted on the front section of a rotary kiln shell, wherein an outside heat exchanger (6) of the air heat-exchange device is arranged in the middle section of the rotary kiln, namely a material main reaction high-temperature area; an inside heat exchanger (7) is arranged on the back section of the rotary kiln, namely a residual sulfur removing area; the blast blower (5) is connected to the outside heat exchanger (6) on the rotary kiln through an air inlet connection pipeline; and the inside heat exchanger (7) connected to the outside heat exchanger (6) is connected to the inner cavity of the rotary kiln through an air outlet at the discharging end. The molybdenum concentrate self-heating roasting device solves the problems that the main reaction period of the molybdenum concentrate is overheated but the desulfuration later stage is short of heat and the problems that the cooling air is difficult to enter into the high-temperature rotary kiln shell and the hot air is difficult to discharge. The device has simple structure, is reasonable to modulate heat, is flexible to adjust the temperature of each section in the kiln, requires no extra heat source, has high products quality and is high in equipment output.