In order to ensure the reliability of drilling tractor in the downhole operation, three high‐temperature and high‐pressure sealing mechanisms are designed in this paper to balance the pressure difference between the inside and outside of the drilling tractor, namely the triangular, the U‐shaped and the right‐angle combined sealing structure. In this paper, three models of combined sealing structures are established, the contact stress of different contact surfaces of the three combined sealing structures is analysed by simulation method, and their sealing performance is studied and compared. By comprehensively comparing the effects of pre‐compression ratio, working medium pressure and reciprocating motion on the sealing effect of the three combined sealing structures, the optimal combined sealing structure of the drilling tractor is selected as the U‐shaped combined sealing structure. The research results of this paper can provide reference and theoretical basis for the design and selection of the combined sealing structure.