The invention relates to a lifting device of an engineering machine and a telescopic type belt delivery wagon with the same. The lifting device comprises a discharging device turning head provided with a turning device at the bottom, wherein both sides of the discharging device turning head are provided with turning head welding frames, the cylinder body end of a feeding device lifting oil cylinder is arranged on the turning head welding frame through a rotating shaft, and the piston rod end of the feeding device lifting oil cylinder is arranged on a feeding device through the rotating shaft; and the turning device is arranged on the top of a box body frame. The lifting device is characterized in that the both sides of the box body frame are provided with rectangle-shaped slideways fixed on a main turning support table, and rectangle-shaped bracing tubes which are fixed on the box body frame are arranged on the rectangle-shaped slideways and internally provided with feeding device setting oil cylinders; and in addition, the lifting device of the engineering machine can be applied to the telescopic type belt delivery wagon. The lifting device of the engineering machine of a feeding conveyor is simple, compact and more flexible and reliable, can save trouble and labour and is convenient to widely use for the telescopic type belt delivery wagon.