A double-headed tube structure comprises a tube body, a first tube head, an annular retaining member and a second tube head. The first tube head and a first end portion of the tube body are hermetically connected together. A second end portion of the tube body is sleeved on an outer circumference of the annular retaining member. The second end portion of the tube body, the annular retaining member and the second tube head are hermetically connected together. The annular retaining member communicates with the tube body and the second tube head. The first and second tube heads are sealedly welded at both ends of the tube body by a two-step forming process. Through the annular retaining member, the tube body is not deformed in the two-step forming process, thereby improving the welding and sealing effect.