The invention discloses an oil-proof circular oil-submerged pump cable which comprises a cable core formed by three wires, three bending filtering tubes and an annular supporting core. Each wire comprises a conductor located in the middle of each wire, a semiconductive shielding layer, an insulated layer and a single face aluminum plastic composite belt, wherein the semiconductive shielding layer, the insulated layer and the single face aluminum plastic composite belt cover the conductor in sequence, a plastic layer of the single face aluminum plastic composite belt faces inwards, and a metal layer of the single face aluminum plastic composite belt faces outwards. The annular supporting core is made of macromolecular material, the outer periphery of the annular supporting core is sealed, and the inner portion of the annular supporting core is provided with a plurality of fine steel wires. The three wires parallel to each other are longitudinally arranged in the annular supporting core and abut against the inner periphery of the annular supporting core, the three bending filtering tubes are longitudinally arranged between two adjacent wires and abut against the inner peripheries of the two adjacent wires and the annular supporting core, a sheath layer covers the cable core, a lubricating oil layer is arranged between the cable core and the sheath layer, and an armor layer covers the sheath layer. The oil-proof circular oil-submerged pump cable is compact in structure, resistant to high temperature, good in magnetic field balance, and excellent in oil-proof performance.