The invention relates to a closed heating non-combustible cigarette and assembly, which comprises a closed heating non-combustible cigarette and a heating smoking set, the closed heating non-combustible cigarette is inserted into the heating smoking set to be heated and smoked when in use, and the closed heating non-combustible cigarette is characterized by comprising a tobacco rod, a hollow smoke extraction cone, a smoke transmission pipe and a filter tip, wherein all the parts sequentially abut against one another and are wrapped by an external rolling material, at least one through hole is formed in the side wall of the flue gas conveying pipe, and the through hole penetrates through the external rolling material; the heating smoking set comprises a heating section, a cover cap and a sealing ring, a cigarette containing cavity and a heating element are arranged in the heating section, and an inner cavity of the cover cap is of a divergent structure. The product has the advantages that air does not flow through the tobacco section, the oxygen content of the tobacco section can be reduced, and the heating temperature is greatly increased; a closed structure is adopted, tobacco residues cannot fall off, and smoking sets do not need to be cleaned frequently; the aroma components in the tobaccos are released more sufficiently and are easy to release continuously, the taste is closer to that of traditional tobaccos, and the tobaccos are easier to accept by traditional smokers.