A clipping structure configured to clip a key cap of a key module on a housing having an outer surface and an inner surface oppositely disposed is provided. The clipping structure includes a main part, a sealing part, and at least two latch parts. The main part is connected to the key cap and has a sticking portion. The sealing part is disposed between the sticking portion of the main part and the outer surface of the housing. Each latch part includes an end with a latch buckled to the inner surface of the housing. Each latch part includes another end tightly bonded to the main part. Each latch part is leaned against the inner surface of the housing by each latch, so that the outer surface of the housing is pressed by the sticking portion of the main part. A key module with the clipping structure is also provided.