A socket connection device including a main body; a slide rod installed in the main body and slidable along the main body, a shallow depression and a deep depression being formed on a front end of the slide rod; and a ball body inlaid in a through hole of the main body. In normal state, a bottom edge of the ball body falls on the shallow depression and a top edge of the ball body protrudes out of the main body. When the slide rod moves to a position where the deep depression is aligned with the through hole, the ball body moves into the deep depression without protruding out of the main body. In the invention, a center of the ball body is positioned outside a bottom wall of the shallow depression. When fitting a socket on the connection device, the socket presses the ball body to drive the slide rod slide, whereby the ball body drops into the deep depression. Therefore, the socket can be directly connected with the device without performing any additional operation.