The invention relates to a closed circulation cooling system of a blast furnace and a non-shutdown online switching method of the closed circulation cooling system. The closed circulation cooling system comprises an air cooler I, an air cooler II, a filter I, a filter II, a degassing tank I, a degassing tank II, a drainage ring pipe I, a drainage ring pipe II, a water supply ring pipe I, a water supply ring pipe II, a circulating water pump I and a circulating water pump II, wherein the degassing tank I, the air cooler I, the filter I, the circulating water pump I, the water supply ring pipe I, the drainage ring pipe I and the degassing tank I are connected with one another; the circulating water pump I is also connected with the water supply ring pipe II; and the water supply ring pipe II, the circulating water pump II, the air cooler II, the filter II, the degassing tank II, the drainage ring pipe II and the water supply ring pipe II are connected with one another. The closed circulation cooling system has the advantages that the non-shutdown online switching of the circulation cooling system is realized through pressure equalization and parallel operation, and the cooling intensity of cooled equipment is improved, so that the service life of the cooled equipment is prolonged, and the aim that the production is not influenced and the cooled equipment is not damaged during switching is achieved.