The present invention relates to a pixel structure and a manufacturing method thereof, a display panel and a display device. The pixel structure comprises a plurality of columns of pixels, a data line is provided between every two adjacent columns of pixels, each pixel comprises a pixel electrode and a thin film transistor comprising a gate, an active layer, a source and a drain, wherein, a gate protective layer is provided between the gates and the active layers, grooves, each of which is at least partially located between two adjacent columns of pixels, are provided in the gate protective layer, for opposite ends of the pixel electrodes of the two adjacent columns of pixels and the data line between the two adjacent columns of pixels, one is located in the groove, and the other is located on a part of the gate protective layer without the groove.