A polished rod sealing device for an oil pumping machine includes a built-in stuffing box. The built-in stuffing box is arranged inside oil pipe enlargement press cap and can seal the polished rod of the oil pumping machine. The sealing device maintains dynamic coaxiality between the polished rod and the stuffing box, and reduces eccentric wear of the sealing packing resulted from the polished rod. The sealing device also provides lubrication between the polished rod and the sealing packing.