The invention provides a rotary connecting structure and a door and a window applying the same. The rotary connecting structure comprises a fixed portion, a rotating portion, a first connector and a second connector. A locking pillar extending along the long edge direction thereof is arranged on the side wall of the fixed portion; a tubular rotary shaft is arranged at the center of one side of therotating portion; the first and second connectors separately comprise a first connecting portion and a second connecting portion connected to each other; a slot locked in and out along the length direction of the locking pillar is formed in the side wall of the first connecting portion; the outer diameter of the second connecting portion is adaptive to the inner diameter of the tubular rotary shaft; the first and second connectors are arranged on two sides of the tubular rotary shaft relatively, so that the slot of the first connecting portion of the first connector and the slot of the firstconnecting portion of the second connector are separately locked on the locking pillar of the fixed portion; the second connecting portions of the first and second connectors are separately sleeved inthe tubular rotary shaft of the rotating portion so as to rotatably connect the rotating portion and the fixed portion.