The utility model discloses a combined type insertion protective sleeve for a waste heat boiler. The combined type insertion protective sleeve solves the problem of an existing protective sleeve that due to the fact that the cross section of a conical section is too small, actual forming quality is poor, dimensional tolerance is hard to control, and then a fit seam which can cause gas carry-over can be formed easily in the conical section. According to the technical scheme, the combined type insertion protective sleeve comprises an outer protective pipe and an inner protective pipe installed inside the outer protective pipe in a sleeved mode, the outer pipe wall of the inlet end of the inner protective pipe is in conical fit with the inner pipe wall of the inlet end of the outer protective pipe, and steps are correspondingly arranged on the rear conical section of the inner protective pipe and on the conical section of the outer protective pipe respectively. The combined type insertion protective sleeve is simple in structure, convenient to maintain, low in requirements for size matching between the inner pipe and the outer pipe, not prone to gas carry-over, and good in sealing performance.