A floating connector and an assembly thereof are provided. The floating connector includes: a center conductive pin; an insulating seat which surrounds the center conductive pin; a mating side conductive shell which surrounds an outer periphery of the insulating seat; a movable conductive shell which is movably received in mating side conductive shell; an elastic element which elastically abuts against an upper end of the movable conductive shell; and an inner conductive shell which is interposed between the elastic element and the center conductive pin; the inner conductive shell has a fixing portion and a movable contacting portion, the fixing portion snaps on one of the mating side conductive shell and the movable conductive shell; the movable contacting portion slideably elastically abuts against the other of the mating side conductive shell and the movable conductive shell. In a vibration circumstance, a good electrical connection can be maintained and transmission quality of an electrical signal can also be promoted at the same time, which is particularly applicable to a situation of high frequency signal transmission.