The invention discloses a high-strength concave-convex groove square-rectangular pipe outer shoe connecting piece and a connecting structure thereof. An inner shoe connecting piece of the connecting structure comprises a section of tubular body and a sealing head. The sealing head is fixedly connected to the end of a tubular component of an inner shoe. The sealing head comprises a square plate part matched with the tubular component in section and a T-shaped protruding part in the middle portion. Hinged movable rotating plates are arranged at the two ends of the outer surface of a back plate, parallel to the end of the tubular body, of the T-shaped protruding part. Puller bolts are arranged at the two ends of the back plate of the T-shaped protruding part. The ends of the bolts jack the movable rotating plates to form hinge structures. The connecting structure comprises two high-strength concave-convex groove square-rectangular pipes and the inner shoe connecting piece. The end of one square-rectangular pipe is inserted in the tubular component of the connecting piece, and the T-shaped protruding part of the sealing head of the connecting piece is inserted in an inner sliding way and a slot of the other square-rectangular pipe. After the movable rotating plates are opened in the inner sliding way, the edges of the movable rotating plates are clamped on corrugated plates of the inner sliding way. The connecting strength of the inner shoe connecting piece is improved.