The invention discloses a stepped clamping structure for connecting plates of different thicknesses, which comprises a clamping block and a clamping hole column, wherein the clamping block is a right-angle triangle block, the inclined plane of the clamping block is provided with a plurality of continuous push teeth; a right-angle trapezoidal hole through which the clamping block passes is formed on the clamping hole column; and the clamping block penetrates through the right-angle trapezoidal hole in the clamping hole column in radial and is meshed with the meshing teeth of the clamping hole column. The clamping structure is particularly suitable for connecting two plates which are not overlapped together, the thickness of the plate determines the meshing between the different push teeth on the clamping block and the meshing teeth on the clamping hole column; when the plates are relatively thick, the meshing teeth at the front end of the clamping block are meshed with the meshing teeth on the clamping hole column; and when the plates are relatively thin, the meshing teeth at the rear ends of the clamping block are meshed with those on the clamping hole column. The structure is simple, convenient to install, capable of connecting the plates of different thicknesses, and in particular suitable for connecting the plates which are not required to be dismantled after installation.