A high pressure gas ejection structure for removing white dust in an annealing furnace is provided to make it possible to remove white dust which is generated in the annealing furnace and stuck to components of a cooling zone, particularly a cooling tube, by ejecting high pressure gas such as nitrogen gas even without stopping the operation of the annealing furnace. A high pressure gas ejection structure for removing white dust in an annealing furnace comprises: high pressure gas ejection headers(12,22) installed in a suction duct(10) and an exhaust duct(20), wherein the suction duct provides a passage for sucking hydrogen gas with a high temperature of the annealing furnace, and the exhaust duct provides a passage for exhausting the hydrogen gas that has sucked through the suction duct and cooled to the annealing furnace again; a high pressure gas supply pipe(40) which is connected to the high pressure gas ejection headers to supply high pressure gas into the high pressure gas ejection headers, and on which a valve(42) is installed; and high pressure gas ejection nozzles(14,24) mounted on the high pressure gas ejection headers to eject high pressure gas.
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