The invention relates to a nuclear magnetic resonance superconducting magnet with a compact coil structure, which comprises a main coil 1-5, an adjusting coil 6-9, a shielding coil 10-12, an anti-electromagnetic interference coil 13-14 and a shimming coil 15-25. The diameter of a superconducting wire is gradually reduced from the main coil 1 to the main coil 5, and the current density is in a graded form. The shimming coil comprises axial coils Z0, Z1, Z2, Z3 and Z4 and radial coils X, Y, ZX, ZY, X2-Y2 and XY, the axial coils Z0, Z2 and Z4 are electromagnetically decoupled from a magnet coil composed of the main coil 1-5, the adjusting coil 6-9 and the shielding coil 10-12, and the axial coils Z0, Z2 and Z4 are electromagnetically decoupled from one another. The anti-electromagnetic interference coils 13 and 14 form a closed loop, so that the superconducting magnet can keep the magnetic field in the central region stable when being interfered by an external magnetic field.