Abstract: An auto-locking bit holding system includes a plurality of clamping rods secured by a nut to hold a bit in a transmission block being connected to a transmission shaft of an electric hand tool, a shell covered around the transmission block and the nut, and a locating barrel fastened to the shell to stop the nut inside the shell, wherein: the nut has two projecting blocks at one end; the locating barrel has a body and a plurality of longitudinal locating ribs equiangularly spaced around the periphery of the body; an annular impact member is mounted around the cylindrical transmission block between the nut and the locating barrel, the annular impact member having two projecting blocks bilaterally disposed at one end, and a plurality of equiangularly spaced and longitudinally extended locating grooves on the inside respectively forced into engagement with the locating ribs of the body of the locating member, the projecting blocks of the annular impact member being turned with the annular impact member to strike