The utility model discloses a subway contact rail protection device, and particularly relates to the technical field of protection devices, the subway contact rail protection device comprises an installation support, the top of the installation support is provided with protection covers, a connecting piece is arranged between every two adjacent protection covers, the side end of the top of the installation support is provided with an auxiliary supporting frame, the top of the installation support is provided with a threading outer groove, and the top of the installation support is provided with a through hole. A threading inner groove corresponding to the threading outer groove is formed in one side of the bottom of the protective cover, an auxiliary fixing groove corresponding to the protective cover is formed in the top end of the auxiliary supporting frame, and the threading inner groove of the protective cover is movably clamped in the auxiliary fixing groove. According to the utility model, through the arrangement of the auxiliary supporting frame with the auxiliary fixing groove, when the protective cover is installed, the position of the threading inner groove of the protective cover is movably clamped in the auxiliary fixing groove for auxiliary positioning and supporting, so that the protective cover can be conveniently fixed by using a fixing bolt subsequently; therefore, the protective cover can be conveniently installed and fixed.