An axial-flow cooling fan was taken as the research object in this paper, and a certain number of simulation models with different blade-guiding fin shapes were established. The methods of computational fluid dynamics (CFD), circumferential vorticity (CV) analysis and the response surface method (RSM) based on the design of experiments (DOE) method were all employed. The main external flow characteristics of the cooling fan, the blade surface pressure distribution, the static pressure efficiency and the fan power were obtained and compared. The relationships between the pneumatic performance and the fin shape parameters were subsequently investigated by the DOE method. The results obtained in this paper showed that a change in the fin height had a great influence on the pneumatic performance, while changes in its thickness had less of an influence. For the cooling fan studied in this paper, by adding reasonable structure-guiding fins onto the cooling fan blade, the static pressure efficiency was increased by a maximum of 7.6%. The research results have a good guiding significance regarding the srtructure design and optimization of axial cooling fans.