The invention discloses a shock absorption structure and a fan thereof. The shock absorption structure comprises a support body, a fixed seat and an elastic component, wherein the support body is provided with a lower end; the fixed seat is provided with a pipe part, the pipe part is provided with a bulging end and an accommodating space, the bulging end corresponds to the lower end of the support body, and the accommodating space is provided with a bottom; and the elastic component is arranged in the accommodating space of the pipe part and located between the support body and the fixed seat, and the two ends of the elastic component contact with the lower end of the support body and the bottom of the accommodating space separately. The shock absorption structure is applied to the fan, and then greatly reduces the running shock of the fan.