An electrical connector structure includes a housing and signal modules mounted therein. Each signal module includes an insulating body, conductive terminals and a ground shield. The insulating body has a first side having a guide projection, and a second side opposite to the first side and having a guide groove. When a first signal module has been mounted in the housing, a second signal module is guided and moved to mount into the housing by the guide groove of the second signal module receiving the guide projection of the first signal module, or by the guide projection of the second signal module sliding into the guide groove of the first signal module, whereby reducing relative movement between signal modules in the housing. The signal modules may be mounted one by one in the housing, or may be stacked side by side and then mounted in the housing as a whole.