A connection structure applied to a fan for connecting a metal member with a shaft by means of laser. The connection structure includes a metal member and a shaft. The metal member has an opening, a first side and a second side. The opening is formed through a center of the metal member. The shaft is inserted in the opening. An outer circumference of the shaft is welded with a circumference of the opening on the first side to form at least one first welding section between the contact sections of the outer circumference of the shaft and the circumference of the opening on the first side. The first welding section is connected between the outer circumference of the shaft and the circumference of the opening on the first side to integrally connect the metal member with the shaft. The connection structure applied to the fan can lower cost.