The invention discloses a heterogeneous substrate high-frequency interconnection structure and belongs to the technical field of radiofrequency signal transmission. The heterogeneous substrate high-frequency interconnection structure includes a first substrate and a second substrate that are mutually heterogeneous, and further includes a radiofrequency connection structure between the first substrate and the second substrate. The radiofrequency connection structure includes a micro elastic sleeve and a fine elastic metal column. The second substrate has a cavity structure which includes an outer ring-shaped cavity and an inner groove-shaped cavity. The micro elastic sleeve and the fine elastic metal column are embedded in the outer ring-shaped cavity and the inner groove-shaped cavity respectively. The first substrate and the second substrate are tightly press-fitted. The micro elastic sleeve and the fine elastic metal column are deformed under pressure and form a radiofrequency coaxial structure. The heterogeneous substrate high-frequency interconnection structure can realize low-loss low-profile soldering-free high-frequency elastic vertical interconnection between heterogeneoussubstrates.