The invention relates to a mining hydraulic support for replacing hydraulic media under pressure. The hydraulic support comprises a balanced oil cylinder (5), a safety valve (4), a three-position four-way reversing valve (6), a stand column oil cylinder (7), a connecting pipeline, a liquid inlet pipeline and a liquid return pipeline. The hydraulic support is further provided with a first auxiliary pipeline (L1), a second auxiliary pipeline (L2), a third auxiliary pipeline (L3) and a fourth auxiliary pipeline (L4). The auxiliary pipelines are communicated with the oil cylinder (7) through an opening in the cylinder wall of the oil cylinder, and then are communicated with the liquid return pipeline or the liquid inlet pipeline to form a complete hydraulic loop after being sequentially connected with a one-way valve (2), a sequence valve (3) and a two-position four-way reversing valve (1). According to the scheme, liquid inside the oil cylinders can be replaced under the condition that the oil cylinders are not telescoped; meanwhile, the supporting force and drawing force of the oil cylinders are unchanged when the liquid is replaced; besides, oil cylinder corrosion is reduced by replacing 'dead water' in the oil cylinders.