A cosmetic powder brush is provided. A brush holder is provided with a brush insertion part in which a brush is stored, and is rotatably coupled to a cap. The brush is stored in the brush insertion part, and then, the brush holder is rotated through a certain angle to prevent a removal of the brush in a closed state, and the brush holder is rotated through the certain angle to an original position thereof to use the brush, and the brush is taken out in an open state. The brush holder is rotatably installed on the cap, and the brush is inserted and stored in the brush holder, thereby effectively preventing the brush from being lost.