A connection mechanism for connecting a first component and a second component is provided. The connection mechanism includes a gripping part, a connection part, and a fixing part. The gripping part has a first connection portion and a second connection portion, a pair of first through holes is disposed symmetrically on the first connection portion, and a through slot is disposed symmetrically between the first connection portion and the second connection portion. The connection part has a free end and a fixing end, and the free end passes through the first through hole, so as to limit a radial movement of the connection part. The fixing part passes through the through slot, one end of the fixing part is fixed on the gripping part, and the other end of the fixing part is used to limit an axial movement of the connection part. A valve and an actuating mechanism in cooperation with the connection mechanism are also provided. By employing the connection structure, components connected therewith are conveniently and quickly connected and dismounted.