The utility model discloses a walking box cogged rail axle connection structure which comprises a cogged rail axle, an anti-rotation cover and a connection cover. The two ends of the cogged rail axle are fixedly connected with the anti-rotation cover and the connection cover respectively, the anti-rotation cover and the connection cover are square, the connection cover is connected with the inside of the cogged rail axle through a screw and is fixedly arranged on a large end cap, a cylindrical flange is embedded in an inner hole of a large end plate, the right end face of the large end plate is provided with an anti-rotation groove consistent with the connection cover in appearance, and a straight through hole is formed in the end, making contact with the connection cover, in the cogged rail axle. The connection cover is arranged on the large end cap, and the straight through hole is formed in the left end of the cogged rail axle, so that the problem that in the prior art, rigidity and strength of a gear axle step inner hole are not sufficient and accordingly breakage and damage are caused and the problem that a connection cap is embedded in a base plate and accordingly maintenance is inconvenient are effectively solved, the cogged rail axle is high in connection strength, good in rigidity and convenient to install, detach and maintain, and the connection structure has the advantage of being simple.