The invention relates to a tool holding device comprising a tool holding body for securing, in a fixed manner, a rotary tool comprising a shaft, provided with a clamping section and a receiving opening for the shall of the tool, a coolant feeding device for pressurized fluid, at least one coolant guiding device for guiding the coolant into a clamped tool shaft. The coolant guiding device is designed as at least one flat groove on an inner side of the receiving opening, joining to the front side on a free end of the tool holding body and directly adjacent to the tool shaft in the surroundings of the tool holding device or a coolant storing chamber and or collecting chamber is provided in the region of the free end of the tool holding body, to which the at least one coolant guiding device joins. The coolant storing chamber and or collecting chamber is connected by means of an annular gap to the surroundings of the tool holder device. The coolant storing chamber and/or collecting chamber and the annular gap are defined at least partially by the work shaft.