A hair styler and its heating device which can heat the thermal storage piece inside the hair roller quickly to a desired temperature by electromagnetic heating. The thermal storage piece is made of high thermal conductivity material which absorbs heat quite quick and disposed inside the hair roller to prevent the hair from directly contacting the thermal storage piece during hair styling, consequently preventing the hair from being burned. Then a low thermal conductivity isolating layer retains the heat within the hair roller and enables the heat to be uniformly and constantly transmitted to the outer surface of the hair roller, providing an effect of low energy consumption and long-lasting heat. A temperature sensing piece is used to detect and indicate the temperature of the hair styler by using different colors, making it easier for the user to know the temperature of the hair styler.