Abstract: Heated tobacco products show great market potential because of their advantages of low harm, no second-hand smoke, and similar smoking experience to traditional cigarettes. However, a change in heating method can cause the temperature in the mainstream smoke to be too high. Therefore development of cooling filters for heated tobacco products is very urgent. With cellulose diacetate filter rod as the carrier, and food grade paraffin wax as the phase change endothermic material, the cooling filter rods of paraffin wax/cellulose diacetate were prepared by impregnation method and characterized by TG/DTA, FT-IR, DSC and SEM, in which the effects of the melting point and the loading amount of paraffin wax on the temperatures in the mainstream smoke of heated tobacco product were investigated. The filter rods of paraffin wax/cellulose diacetate are compounded by adsorption of the filter rods of cellulose diacetate, which have good heat absorption capacity and exhibit good thermal stability in the smoking process. When the concentration of the emulsified 52^# paraffin wax is 60%, that is to say, the loading amount of paraffin wax is 35mg, the three-stage cooling filter composed of paraffin wax/cellulose diacetate filter rod has a significant cooling effect on the mainstream smoke, which can reduce the temperature in the mainstream smoke from 68 °C to 42 °C.