The invention relates to the field of coal mine tunnel mining, in particular to an excavating, supporting and bolting integrated self-contained machine, which can carry out excavation, temporary supporting, permanent supporting, coal output, dedusting and other operations in parallel in the process of excavating a coal mine tunnel in order to increase the overall working efficiency of the fully mechanized workface, thus solving the problems of the prior art, such as low coal mine tunnel excavation efficiency. The self-contained machine is provided with an excavator, a support, an anchor bolt jumbo, a dedusting fan and a second conveyer, the support is of a gantry type structure, and spans the excavator, the anchor bolt jumbo is positioned behind the excavator and the support, the dedusting fan is fixed on the anchor bolt jumbo, and the second conveyer is hinged with the rear of the anchor bolt jumbo. The excavator of the self-contained machine carries out cutting, collection and conveying at the coal head, the support spans the excavator, closely follows the excavator to automatically move forward, and temporarily supports the roof, the anchor bolt jumbo cooperates with the excavator to transfer coal, and carries out permanent supporting with anchor bolts and anchor cables, and the dedusting fan ventilates the tunnel and removes dust.