To connect square steel pipe column members in a short time even in bad weather.

A bolt hole 12 and a bolt hole 14 are formed in an upper end part of the square steel pipe column member 11 at a low position and in a lower end part of the square steel pipe column member 13 at a high position, respectively. A high strength bolt 21 is inserted into the bolt hole 12 and bolt holes 16, 18 in each lower half part of an external connection plate 15 having the bolt hole 16 communicating with the bolt holes 12, 14 and an internal connection plate 17 having a bolt holder 19 communicating with the bolt hole 18 communicating with the bolt holes 12, 14 and the bolt hole 18 in an upper half part to tighten an upper end part of the square steel pipe column member 11 and the lower half parts of the external and internal connection plates 15, 17 by a bolt. Then the high strength bolt 21 mounted in the bolt holder 19 is inserted into the bolt hole 14 and the bolt holes 16, 18 in each upper half part of the external and internal connection plates 15, 17 through taking-out by a bolt catching device 25 to tighten the lower end part of the square steel pipe column member 13 and the upper half parts of the external and internal connection plates 15, 17 by a bolt.