The oil return and feed circuit is very important to hydraulic system of rotary drilling rig, which is a key factor to the unobstructed circulation of hydraulic system and smooth start and stop of each executive element and further affects the moving components. The rational design of oil return and feed circuit is the emphases of the technical advancement of rotary drilling rig. This article introduces in detail the deficiency and improvement of oil return and feed circuit of hydraulic cooling system and analyzes the interaction between oil return and feed circuit.