The invention discloses a connection structure. The connection structure comprises a pressing sleeve and a pressing flange matched with the pressing sleeve, wherein a groove is formed along the peripheral direction of an inner wall of the pressing sleeve; an included angle between a groove bottom of the groove and a first groove surface of the groove is set as an arc-shaped included angle; a crossed part of a side wall of the pressing flange and a first end face of the pressing flange is set to an arc-shaped end face matched with the arc-shaped included angle. An arc-shaped structure can be used for realizing a self-repairing effect on position deviation, caused by violent vibration in a working process of a hydraulic press, of a cylinder body of a working cylinder, so that a matching gap between the cylinder body of the working cylinder and a plunger piston is adjusted to reduce the pressure, caused by the plunger piston, on the pressing sleeve and the pressing flange; an obvious buffering effect on the shaking deviation of the plunger piston is realized; furthermore, the stress on the pressing sleeve and the pressing flange is uniform, and the anti-fatigue performance is enhanced; the pressing sleeve and the pressing flange are not easily damaged after long-time work. The invention further discloses a hydraulic press adopting the connection structure.