Provided is a steel structural member connecting structure, formed by a first beam column, a second beam column, a first connecting plate, a second connecting plate, high-strength bolts, and a key. Ends of the first beam column and the second beam column are respectively welded and fixed with the first connecting plate and the second connecting plate. The first connecting plate and the second connecting plate are fixedly connected together by the plurality of high-strength bolts which are designed in advance. The structure is characterized in that a round hole is drilled on the junction where the first connecting plate and the second connecting plate are completely fixed, and the round hole is along the vertical direction of maximum shear force, and a round key groove is mounted in the round hole. In the structure, since the round hole is processed on site after the first connecting plate and the second connecting plate are completely fixed, no error exists. The structure is advantaged by easy installation and high efficiency.