A gas feed pipe connecting screw for a continuous casting nozzle is disclosed. The screw is mounted to the continuous casting nozzle formed with an axially extending ring-shaped slit substantially concentric with a nozzle bore. The screw connects to the nozzle a gas feed pipe blowing a gas into the slit. The screw includes a screw body having a gas feed hole formed through substantially its central portion, a flange fitted into a mounting hole formed in a side wall of the continuous casting nozzle, a male thread engaging a first female thread formed in the mounting hole, and a second female thread formed in the gas feed hole for connection of the gas feed pipe. The flange has a detent corner engaging mortar filling the mounting hole after having been fitted into the mounting hole.