The multi-function shot blasting machine works continuously, removing the oxide, cleaning and pretreatment of various steel materials such as steel plates, steels, steel beams, sections, steel tubes and steel castings in a continuous way. In the cleaning process, the steel structure or steel is sent into the body ejector area of the cleaning machine room by the adjustable speed conveying roller, and all sides of the body are hit and friction by strong and dense projectiles from different coordinate directions, so that the oxide, rust and dirt on the surface of the steel are quickly shed, and the surface of the steel is obtained a certain roughness of the surface. The pellets and rust dust falling on the steel are purged by the purging device, and the separated pure pellets are recycled for shot blasting. The dust generated in shot blasting is sent to the dust removal system by the air extraction pipe, and the net gas after purification is discharged to the atmosphere.