The invention discloses a waterproof structure and a charging gun with the same. The waterproof structure comprises a soft waterproof cap and a piece needing waterproofing. The waterproof cap is provided with a cap top and a cap side wall. The cap side wall protrudes inwards to form a first extension part, the tail end of the first extension part extends downwards to form a second extension part, and the tail end of the second extension part extends outwards to form a third extension part. An open groove is formed between the first extension part, the second extension part and the third extension part and the cap side wall. The piece needing waterproofing is provided with a slot. The soft waterproof cap covers the slot of the piece needing waterproofing. As the edge of the slot of the piece needing waterproofing is buckled in the open groove of the soft waterproof cap, waterproofing can be achieved for the piece needing waterproofing, the soft waterproof cap can be prevented from falling, and waterproofing stability and reliability can be ensured. As a protruding part of the piece needing waterproofing is buckled in a clamping groove of the soft waterproof cap, the waterproofing effect can be further enhanced.