A locking connection device, an LED box and an LED display screen are provided. The device includes a locking module and an inserting module. The locking module includes a hook and a bump matching with each other. The inserting module includes a fixing pin and a fixing hole matching with each other. The fixing pin and hook are fixed on a first base, and the bump and the fixing hole are fixed on a second base. The locking connection device further includes a driving module that propels the hook and the fixing pin to move synchronously. When the driving module finishes a travel, the hook and the bump are securely connected, and the fixing pin and the fixing hole are securely connected. Since the locking module according to the present invention locks the movement of the first base and the second base along the axial direction of the fixing pin and meanwhile the inserting module locks a circumferential movement of the fixing pin, the first base and the second base are securely fixed. Additionally, the sizes of the fixing pin, the fixing hole, the hook and the bump can be selected to match the weight of the box to lock and connect heavy boxes, thus realizing a convenient installation.