In this paper, a Bondi-Hoyle accretion onto the rotating black hole in Einstein-Gauss Bonnet gravity is studied. By injecting the gas from upstream region of the computational domain, we have found occurrence of the stable shock cones in the downstream region. The dynamical structures and oscillation properties of these shock cones strongly depend on the black hole spin parameter a and Gauss-Bonnet coupling constant α. It is found that the various values of α can lead the different amounts of matter to pile up close to the black hole horizon, higher α causes bigger oscillation amplitude in the mass accretion rate, and the required time to reach the steady state is getting smaller with the increasing in α. Moreover, increasing α in the negative direction causes a decrease in the shock opening angle and this angle slightly increases with the increasing α in the positive direction. We found that the negative values of Gauss-Bonnet coupling constant are more favored to have interesting physical outcomes such as accretion rate and oscillation. In addition, the higher the black hole rotation parameter a emerges the higher the accretion rate. It is also confirmed that, for α → 0, the black hole solution in EGB gravity converges to Kerr in general relativity. Furthermore, Gauss-Bonnet coupling constant could be used to constrain the size of observed shadow of M 87 * radius for various values of black hole rotation parameter.