An oil suppressing structure in an air drying device for removing oil which rises in an interior of the air drying device used in a vehicle compressed air brake system includes an outer case 21, a drying case 22 in an interior of the outer case 21, a base plate 23 fixed to a lower end portion 21a of the outer case 21, and an outer cover 24 fixed to a lower end portion 21a of the base plate 23. The drying case 22 has a large-diameter long cylindrical body portion 22A and a small-diameter long cylindrical body portion 22B. A particulate desiccating agent 25 is filled in an interior of the large-diameter cylindrical body portion 22A. An oil adsorbing material 27 is inserted in a space S3 between an inner wall of the outer case 21 and the small-diameter long cylindrical body portion 22B of the drying case 22.