The disclosure provides a thermotherapy needling instrument with tissue injection, including: a casing, an outer needle, an inner needle and a working needle. The casing has an inlet, an outlet and an inner channel. The outer needle is connected to the casing, and is in communication with the inner channel. The inner needle is disposed in the inner channel of the casing and the outer needle, and the inner needle has at least one opening. The at least one opening is in communication with the inner channel so that the cooling agent flows in circulation. The working needle is connected to the outer needle so as to receive the injectant for injection and tissue ablation. By using the thermotherapy needling instrument, when sampling or injection is required during thermotherapy, the injection efficacy can be achieved by withdrawing the inner needle only. Therefore, efficacy of tissue injection and ablation thermotherapy can be achieved.