The present invention provides a threaded connecting member and a threaded connecting structure with a radiating function. Since a radiating passage which extends along a length direction of the threaded connecting member is provided on the threaded connecting member and the radiating passage runs through one end of the threaded connecting member to the other end of the threaded connecting member, when the threaded connecting member with the radiating function provided by the present invention is used, the threaded connecting member is provided in a connecting hole in a connector in a penetrating manner, the radiating passage communicates spaces on two sides of the connector, gas in the spaces on the two sides of the connector can perform heat exchange through the radiating passage and thereby the heat diffusion capability of a connected device is improved.