An air bag mounting structure is formed of an air bag mounting plate having a through opening; an inflator disposed in the through opening and having a flange disposed under the air bag mounting plate around a periphery of the through opening; an air bag having a receiving opening in a rear portion thereof for receiving the inflator therein; and a mounting piece connected to a periphery of the receiving opening of the air bag. The mounting piece is disposed between a rear surface of the air bag mounting plate and an upper surface of the flange of the inflator. A fastening device passes through the air bag mounting plate, the mounting piece and the flange to connect the air bag mounting plate and the flange. The mounting piece is firmly fixed between the air bag mounting plate and the flange, while the inflator is attached to the air bag mounting plate.