A molding changing apparatus having a holder, a cooling plate, and a mold set coupled to the cooling plate is disclosed. The cooling plate has at least one connecting pin disposed on the surface which is reverse to the surface where the mold set is disposed, and the holder has at least one pneumatic pin receptacle disposed thereon. The connecting pin of the cooling plate can be inserted into the connecting hole of the pneumatic pin receptacle of the holder, and the connecting pin is fastened by the pneumatic pin receptacle, thereby connecting the mold set and the cooling plate to the holder. Through the use of the connecting pin and the pneumatic pin receptacle, the mold set and the cooling plate on the holder can be changed rapidly and the efficiency of the plastic vacuum forming with mold sets is enhanced.