A headrail structure includes a front side plate, a rear side plate, and a transverse plate, wherein the front side plate and the rear side plate are respectively connected to two different long edges of the transverse plate. The transverse plate of the headrail has at least one opening. The front side plate has a protrusion extending downward, and the protrusion is near the opening. A covering device for a building opening, which includes the headrail structure, is disclosed herein. In the covering device, part of a control unit would be exposed through the opening, or would extend out of the headrail structure through the opening. Whereby, the protrusion of the headrail could shield the opening to make an appearance of the headrail simple and clean, which enhances the quality of the whole covering device.