The invention discloses a novel quick digging and anchoring integrated machine for a rectangular coal roadway, which comprises a heading machine, a temporary support system, an anchoring system, a conveying system and a dust removing system, and also comprises a support system, wherein a sealing device is arranged between the head of the heading machine and the front of the support system; the sealing device comprises a main body plate, a movable sealing plate and left and right movable sealing plates; support hydraulic cylinders are arranged on the main body plate and an upper movable sealing plate bracket; support hydraulic cylinders are arranged on the main body plate and left and right movable sealing plate brackets as well; meanwhile, an upper movable sealing plate, the left and right movable sealing plates are provided with flexible sealing belts; the front end of a dust removing pipeline of the dust removing system is installed on the main body plate of the sealing device; and the dust removing pipeline is communicated with the space in the front part of the sealing device. The novel quick digging and anchoring integrated machine for the rectangular coal roadway, provided by the invention, employs a novel telescopic cylinder to cut and mold the width of a roadway in one step, therefore, the high efficiency is achieved, and in addition, the damage to a base plate due to repeated displacement is avoided; through cooperation of adjusting oil cylinders with flexible sealing, a top plate and lateral walls are very adaptive, so that dust is prevented from rushing into a rear working space; and meanwhile, a working environment is improved.