A light head structure with adjustable focal length and a lighting device thereof. The light head structure includes a base, a threaded collar and a soft lens. The threaded collar has an assembling section, a receiving space for receiving the base therein and a protrusion section formed on an inner circumference of the threaded collar. The base has a recess for receiving a light-emitting element therein and an outer connection section for movably assembling with the assembling section. The soft lens has a focusing section in alignment with the light-emitting element. The focusing section has an extension section. The protrusion section of the threaded collar abuts against the extension section to attach the extension section to the outer circumference of the base. The thickness of the soft lens is adjustable to change the focal length and enhance the illumination. The lighting device can be easily manufactured to lower manufacturing cost.