The utility model discloses a while drilling compensation density source bin structure and a drill collar with the same. The diameter-changing design which can make a detector get close to a well wall as mush as possible is adopted for the portion, at an installation source, of the drill collar. A source bin is installed in a groove formed in the diameter-changing part. A through hole and a first step hole are formed in the drill collar and coaxial with a source chamber of the source bin. A positioning nut is installed in the first step hole and provided with a second step hole. One end of a source packing shell sequentially penetrates through the through hole and the source chamber to abut against the second step hole of the positioning nut, and the other end of the source packing shell is sleeved with a source cap connected with the through hole in a threaded mode. A groove for installing an opening check ring is formed in the source cap. The source cap is installed in the through hole after the opening check ring is pressed in the groove. After penetrating through the through hole, the opening check ring pops up to be clamped on the inner wall of the groove, the source cap is prevented from being disengaged, and the purposes of source fixing reliability, scouring resistance, installation and the like are achieved.