The utility model relates to an inertial navigation device for positioning a coal mining machine. The inertial navigation device comprises a power supply module for supplying power to the device, a data acquisition module for acquiring navigation data, a communication transmission module for transmitting the navigation data, and a data analysis module for analyzing and processing the navigation data, wherein the data acquisition module comprises an inertial measurement unit IMU and a speedometer, the output ends of the IMU and the speedometer are respectively connected with the input end of the communication transmission module, and the output end of the communication transmission module is connected with the input end of the data analysis module. The real-time speed and the position information of the coal mining machine are measured through the inertia measurement unit, errors of data measured by the inertia measurement unit are calibrated and compensated through the odometer, integrated navigation of the inertia measurement unit and the odometer is achieved, positioning data with high accuracy are provided for the coal mining machine, and the positioning requirement of the coalmining machine is met.