A SATA data connector is provided with a power supply circuit. The SATA data connector comprises a male data connector and a female data connector. The male and female data connectors includes a signal interface having seven data connection pins. The male and female data connection pins each consist of four data pins, a power supplying pin or power receiving pin, and two ground pins, wherein the power supplying pin connects with a power line of a circuit board. Mating the female data connector to the male data connector causes an operating power to be supplied from the power line of the circuit board to an applied device connected to the female data connector such that the SATA data connector can work without an external SATA power cable.