The invention discloses a four-drive cooking frying machine. The four-drive cooking frying machine comprises a cooking cavity, a heat exchanging cavity and a heat preservation box. The frying pan, a decocting pan, a steaming furnace box and a stewing furnace box are arranged in the cooking cavity; high-temperature flue gas generated through cooking in the cooking cavity is subjected to heat exchanging through the heat exchanging cavity to be discharged, a heat exchanging water pipe is arranged in the heat exchanging cavity, cold water enters the water feeding end of the heat exchanging water pipe, the hot water discharging end of the heat exchanging water pipe is connected with the heat preservation box, and the heat preservation box is used for supplying hot water. According to the four-drive cooking frying machine, the frying pan, the decocting pan, the steaming furnace box and the stewing furnace box are arranged in the cooking cavity, four dish types can be driven and cooked at the same time, the four furnaces are integrated, full-automatic working can be achieved, and labor is really saved. Meanwhile, the heat exchanging cavity and the heat preservation box are arranged, waste heat when cooking is carried out through the four furnaces is recycled, energy waste and heat pollution when cooking is carried out through an additional cooking range are avoided, the efficiency is achieved, and energy is saved. In addition, as oil contamination in oil smoke is completely condensed and filtered in the heat exchanging process, it is avoided that the environment is polluted through oil smoke. The invention further provides the frying pan.