A connecting device of a hot swap fan module comprises at least one terminal and a casing. The at least one terminal is electrically connected to the fan so that, when the fan is mounted in a system, electrical connection is formed between the fan and the system. The connecting device further comprises at least one LED (light emitting diode) which is electrically connected to the fan or the at least one terminal for indicating the operating state of the fan, and at least one cover plate protruded from at least one edge of the casing so as to form the whole casing into an L or U-shaped structure. The casing is closely attached to one side face of the fan housing when the casing is assembled to the fan. The casing also has a recess for receiving those lead wires electrically connecting the terminals, the fan, and the LED.