The invention relates to an automatic braking device and a rail transport vehicle with the automatic braking device. The automatic braking device is characterized by comprising a friction wheel, a first transmission gear, a second transmission gear, a centrifugal clutch and an eccentric wheel, wherein the friction wheel, the first transmission gear, the second transmission gear, the centrifugal clutch and the eccentric wheel are arranged below the vehicle and sequentially driven; the device further comprises a wedge-shaped piece and tension springs symmetrically arranged on the two sides of the wedge-shaped piece, the upper end of the wedge-shaped piece is rotatably connected below the vehicle, the upper ends of the tension springs are fixed below the vehicle, and the lower ends of the tension springs are fixed to the side face of the wedge-shaped piece; under the action of the tension springs, the wedge-shaped piece can be lifted to make contact with the eccentric wheel; and when theeccentric wheel is driven to rotate through a driven piece of the centrifugal clutch, the wedge-shaped piece is pushed down to rotate to be clamped between wheels and the ground. The automatic brakingdevice has wide application range and can be applied to the field of rail transport vehicles, not only is simple in structure, small in size, low in production cost, but also is capable of effectively realizing braking, and is high in reliability and safer.