The invention discloses a sewing machine and a thread braid conveying device thereof. The sewing machine comprises an air pump and an air guide device, the air pump is connected with the air guide device and used for providing compressed air for the air guide device, and the air pump is used for blowing air in the direction of conveying sewing materials through the air guide device to make the length direction of thread braids on the sewing materials consistent with the conveying direction of the sewing materials. Since the thread braids are soft in texture, air outlet holes of the air guide device are aligned with empty thread braids separated from a feed dog to blow air in the movement direction of cloth so that the thread braids can be pushed to move forwards at the same speed as the sewing materials; therefore, it is guaranteed that the thread braids cannot be bent, curved or pressed under the sewing materials, the work of straightening the thread braids can be achieved without other extra complicated parts, when the thread braids are blown in the direction consistent with the conveying direction of the sewing materials, a thread trimmer can conveniently conduct work of trimming the thread braids, and therefore, the working efficiency is high; besides, the equipment cost is low, and the machine is simple in structure and convenient to maintain.