The invention discloses a transformer cooling coil structure. The cooling coil structure also comprises a conductive cooling circulating structure, wherein the conductive cooling circulating structure comprises a connecting pipe, a conductive wire section, a comprehensive pipe, an outer cooling pipe, a four-way valve and a refrigeration device, the outer cooling pipe is arranged at a peripheral enclosure turn of a low-voltage coil, an outer pipe clamping groove is formed in the inner side pipe wall of the outer cooling pipe, the outer pipe clamping groove is clamped on the low-voltage coil, the low-voltage coil and the outer cooling pipe are fixed, the connecting pipe, the conductive wire section, the comprehensive pipe and the outer cooling pipe are respectively connected into the four-way valve so as to realize the interconnection, one end of the conductive wire section is connected with a low-voltage connector, the other end of the low-voltage coil is connected with the comprehensive pipe in the four-way valve, the connecting pipe is connected with the refrigeration device, the low-voltage coil is a hollow coil, a coil hollow cavity is formed inside the low-voltage coil, the low-voltage coil, the comprehensive pipe and the connecting pipe collectively form a closed pipeline, and under the action of the refrigeration device, cooling insulation gas circularly flows in the closed pipeline. The transformer cooling coil structure has the advantages of good cooling effect, double heat dissipation functions and simple structure.