A feeding device includes a sliding member, a main shaft, a tool holding assembly, a locking assembly, and a locking assembly. The sliding member is slidably couplable to a moving member. The main shaft is rotatably coupled with the sliding member. The tool holding assembly includes a connecting member detachably connectable to the main shaft and configured for holding one of a plurality of tool heads, the connecting member defining two clamping grooves. The locking assembly is positioned on the sliding member having a driving member attached to the sliding member, and a pair of claws attached to the driving member. The disclosure also supplies a machine tool using the feeding device, and a method for machining using the machine tool.