To provide a connection structure of structural members, which is for use in building up a building structure including lightweight and strong structural members each formed of an aluminum extruded section.

The connection structure 100 of the structural members is made up of a column 6 (first structural member 1) which is formed of the aluminum extruded section and has bottom-expanded grooves 24 extending along a longitudinal direction of the column; a beam 8 (second structural member) arranged on the column 6 via a connection member 20, and a bolt 101 penetrating the connection member 20. A bolt head 102 of the bolt 101 is smaller in width dimension than an opening 25 of the bottom-expanded groove 24 formed in the column 6 and has ingrowing portions 104a formed on both longitudinal end faces thereof. Then the bolt head 102 is fitted into the bottom-expanded groove 24 in the column 6 and then rotated to abut both longitudinal ends thereof on both side walls 28 of the bottom-expanded groove 24, followed by screwing a nut 108 onto a male screw portion 101a of the bolt 101, to thereby make the ingrowing portions 104a of the bolt head 102 bite in both the side walls 28 of the bottom-expanded groove 24.