A coal mine underground gas sampling device comprises a bag body, gas cylinders, rubber pipes, pipe orifice switchers and an air pump, wherein the gas cylinders are arranged in the bag body side by side, the two ends of each rubber pipe are connected with the corresponding gas cylinder and the corresponding pipe orifice switcher respectively, and the pipe orifice switchers are connected with the air pump. The gas collecting process includes the following steps that one pipe orifice switcher is adjusted to the target gas cylinder to collect a gas sample, and gas collection of the gas cylinder is completed when a gas bag inflates; gas collection of the next pipe is conducted; when the gas samples need to be collected continuously, the corresponding pipe orifice switcher is directly adjusted and sequentially collects the gas sample from other gas cylinders; when the gas samples need to be collected interruptedly, gas collection of the next pipe is conducted after the corresponding pipe orifice switcher exhausts residual gas inside, and collection of different gases is sequentially completed. The gas sampling device is convenient to carry and convenient to operate, effectively reduces the carrying size, ensures gas sample seal performance, meets the requirement of continuous sampling, improves working efficiency of underground safety monitoring staff, distinguishes the underground danger source in time and ensures life safety of staff and economic benefits of an enterprise.