The invention discloses a connection method for an axial play measuring device for a horizontal roll of an edging mill. The connection method includes mounting the measuring device (30) to a mill housing (20) of the edging mill through a connector (10). By the connection method in the technical scheme, the contact measuring device can be mounted onto the mill housing of the edging mill, so that the axial displacement of the horizontal roll relative to the mill housing can be measured accurately and accurate reference data can be provided for the subsequent regulating operation.