A waterproof stage lamp structure easy to disassemble and maintain and a waterproof stage lamp include an upper shell, a lower shell, a waterproof heat-conducting plate, an anti-loosening connecting piece, a main functional module, a front-end functional module, a heat dissipation module and guide positioning rods disposed on the waterproof heat-conducting plate. The main functional module and the heat dissipation module are matched with the guide positioning rods respectively, so that center axes of the center light holes of each module are concentric. A power supply of each module is closely connected to a signal interface and the lamp is internally quickly installed and maintained, and the power supply is automatically docked with or separated from the signal interface during installation or disassembly.