There is provided a regulator pin structure that is not only easily assembled but also capable of holding a hairspring in a gap without a risk of the hairspring being released, a regulator with the regulator pin structure, a structure of balance with hairspring, and a mechanical timepiece. A regulator pin structure of a regulator that is a component of a structure of balance with hairspring of a mechanical timepiece includes a pin-like body, a base that is situated on one end of the body and mounted to a body of regulator such that the position of the base is adjustable around the pivotal center axis of the body, and a pair of two-pronged legs that extend from the other end of the body. The regulator pin structure is configured such that part of the outer end of a hairspring that is situated beyond a reformed portion of the hairspring along the outer circumference direction is freely fitted in a gap between the legs. Canopy-like projections are formed on at least one side edge of the front portion of at least one of the pair of legs in such a manner that the canopy-like projections laterally project along sides of the legs that face toward the gap.