The invention is applicable to the technical field of cleaning devices, and provides a purging device and an automatic filter cleaning device with the purging device. The purging device comprises a shell, a purging mechanism, a recycling mechanism and a distributing chamber used for conveying compressed gas to the purging mechanism to perform purging on an object to be cleaned; the purging mechanism comprises a mounting base, and the mounting base is rotationally connected with a mounting seat through a rotating piece; and the distributing chamber is further used for conveying the compressed gas to a driving pipeline used for blowing the rotating piece to drive the mounting seat to rotate. According to the purging device, the compressed air is conveyed to the driving pipeline through the distributing chamber to blow the rotating piece to drive the mounting seat to rotate, and meanwhile, the compressed air is conveyed to the purging mechanism to perform purging on the object to be cleaned in cooperation with the distributing chamber, so that the purging efficiency is effectively improved; and impurities such as oil mist generated during cleaning are recycled through the recycling mechanism, so that the problems that due to the fact that most of existing filter purging operations adopt manual filter purging, the working efficiency is low, and the working environment is prone to be polluted are solved.