A cooling device for use in an electric arc furnace is provided. The cooling device provides a novel and effective method for cooling burners, lances, enclosures, and other devices used in high heat environments, such as in Electric Arc Furnaces. According to one aspect of the invention used in a steel making process in an electric arc furnace, a cooling tube is inserted into a cooling cavity in a burner. Cooling fluid is injected through the cooling tube into the cavity to cool the portions of the burner adjacent the cooling cavity. The cooling fluid is then extracted from the cavity through a concentric space between the cooling tube and the cooling cavity. According to another aspect of the present invention, a cooling fluid distribution flange is provided to distribute cooling fluid to a plurality of cooling tubes to inject cooling fluid into a plurality of associated cooling cavities.