The present invention discloses a broadband RWG (Rectangular Waveguide) and SIW (Substrate Integrated Waveguide) differential transition structure applied to a millimeter wave band. A traditional transition structure of a rectangular waveguide and a millimeter wave differential circuit is large in whole size and high in loss. The broadband RWG and SIW differential transition structure comprises afirst metal layer, a first dielectric substrate, a second metal layer, a second dielectric substrate and a third metal layer which are stacked in order. The middle portion of the first metal layer isprovided with a first I-shaped groove. The middle portion of the second metal layer is provided with a second I-shaped groove. The first dielectric substrate is provided with a first SIW rectangular resonant cavity. The second dielectric substrate is provided with a second SIW rectangular resonant cavity and two SIW differential transmission line structures. The two SIW differential transmission line structures are respectively arranged at two sides of the second SIW rectangular resonant cavity. The broadband RWG and SIW differential transition structure has wide working bandwidth, low loss, good phase and amplitude consistency, high integration and low processing precision requirement.