The invention discloses a double frequency band filter of a SIR coaxial cavity. The double frequency band filter of the SIR coaxial cavity comprises a CQ-type topological structure formed by coupling of a coaxial SIR in magnetic and galvanic modes. The coaxial SIR is composed of a rod-shaped inner layer metal transmission line, an outer layer barrel-shaped metal wall and a middle medium layer, wherein the outer layer barrel-shaped metal wall shares the same axis with the inner layer metal transmission line which is formed by connecting of two coaxial transmission lines with different diameters. A terminal opening end coaxial borehole is formed at the top end of a terminal opening end of the metal transmission line, and a tuning screw is placed at the top end of the terminal opening end of the metal transmission line to tune. The double frequency band filter is provided with the CQ-type topological structure of 8 cavities, two transmission zeroes are generated on the outside of a double frequency band, so that out-of-band suppression performances are greatly improved. Compared with a traditional duplexer, the double frequency band filter is improved on the aspects of size miniaturization and design complexity in quality mode. The double frequency band filter has the advantages of being small, low in insertion loss, high in double frequency selection properties and the like. The demands on filter performances by a modern communication system are met, and the double frequency band filter can be widely applied in double frequency band mobile communication systems.