A coaxial connector includes a clamping tube, which has a narrow body, a tapered head axially forwardly and radially outwardly extended from the narrow body, a stop flange extending around the periphery of the distal end of the tapered head, a retaining structure located on the inside of the distal end of the tapered head and longitudinal slits axially extending from the narrow body through the tapered head and the stop flange, and a chuck shell, which is sleeved onto the clamping tube and axially movable between the narrow body and the tapered head to force the retaining structure into engagement with the outer thread of the metal connection member of the complementary Female connector or to allow disengagement of the retaining structure from the outer thread of the metal connection member of the complementary Female connector.