A stage fog machine capable of quickly jetting a gas column and a solenoid valve module thereof. The stage flog machine capable of quickly jetting a gas column comprises an oil drum (1), an oil pump (2), a gas tank (3), a first solenoid valve (4), a heater (5), a gas filling device (6), and a controller. In the case where the gas in the gas tank (3) runs off, the gas filling device (6) replenishes a gas in the gas tank (3) so that the pressure in the gas tank (3) can be always kept in a range of pressure sufficient to quickly jet the fog oil to the heater (5) to ensure the stage effect of quick fog jetting at every startup of the stage fog machine. The solenoid valve module is formed by integrally installing at least two solenoid valves (4, 7) on a base (12), so that the components in the fog machine are installed compactly, thereby saving the installation space and facilitating testing and maintenance.
