A built-in oil-gas separating device includes a secondary oil-gas separator, a main oil-gas separator, an oil-gas barrel, an oil-gas barrel liner, and an oil-gas barrel lid. The secondary oil-gas separator is disposed inside the main oil-gas separator. The oil-gas barrel liner is disposed around the main oil-gas separator. The oil-gas barrel liner is disposed inside the oil-gas barrel. Upper end faces of the secondary oil-gas separator and the main oil-gas separator are sealingly connected to a lower end face of the oil-gas barrel lid. The oil-gas barrel lid has a gas discharging hole located above the secondary oil-gas separator. The gas discharging hole is sealingly connected to a pressure maintenance valve. The compressed air obtained by the double layer filtration structure of the present disclosure can achieve a 40% reduction in oil content as compared with the compressed air obtained by the ordinary single layer filtration structure.