The invention discloses an installation structure of a thermocouple. The installation structure comprises a wiring seat. A nut is installed on the outer wall of a protection sleeve in a threaded manner, wherein the bottom of the wiring seat is vertically connected with the protection sleeve. A protruding head is connected to the bottom of the nut. The outer wall of the protection sleeve is arranged under the nut, and multiple clamp rods are rotatably installed on the outer wall through rotation shafts. Torsion springs are installed on the rotation shafts of the clamp rods respectively. According to the invention, a self-locking function can be achieved and use is greatly facilitated.