The invention discloses a laser marking machine and a wavelength conversion device thereof. The laser marking machine comprises the wavelength conversion device. Because the wavelength conversion device can switch the position of each hole and enables preset-wavelength laser generated by a resonant cavity to pass through any through hole to reach a beam expander, the laser marking machine can mark by using the preset-wavelength laser when the preset-wavelength laser passes through the through hole with a hollow inside; and the laser marking machine can mark by using the laser with different wavelengths corresponding to different frequency doubling crystals because the frequency doubling crystals convert the laser wavelength when the preset-wavelength laser passes through any other throughhole of which the inner side is filled with the different frequency doubling crystal.