An automatic oil return structure has a main body assembly mounted between an oil storage container and a housing, and having a pressure regulating blocking unit, a pressure regulating elastic unit, an engaging unit, and an engaging elastic unit. The pressure regulating elastic unit pushes the pressure regulating blocking unit to block a first pressure regulating channel. An engaging groove is formed radially inward on the pressure regulating blocking unit. The engaging elastic unit pushes the engaging unit toward the pressure regulating blocking unit. When a pressure in the first pressure regulating channel is higher than a set value and the pressure regulating blocking unit is pushed away to a set distance, the engaging unit is pushed to engage with the engaging groove of the pressure regulating blocking unit such that the pressure regulating blocking unit is unmovable to avoid blocking the first pressure regulating channel.