An electrical connector and a clamping member thereof. The electrical connector includes an insulating body, multiple terminals fixed to the insulating body, a stiffener surrounding a periphery of the insulating body, a load plate, and a clamping member located between the load plate and the stiffener. A grasping portion protrudes forward from the clamping member. The grasping portion has two first sections provided at each of two opposite sides thereof, two second sections formed by respectively turning and extending forward from the two first sections to be close to each other, two third sections formed by respectively turning and extending forward from the two second sections, and a head formed by extending from the third sections. A distance between the two first sections is greater than a distance between the two third sections, and a width of the head is greater than the distance between the two third sections.