The present invention provides a pressure differential bullet advancing structure for advancing BB bullets, which includes an expansion device, a collar device that is slidably received in the expansion device, and a pneumatic module arranged at one side of the expansion device. The expansion device includes a guide bar that is received in the collar device. The guide bar has a circumferential wall forming an air inlet opening that is extended in a direction away from the pneumatic module and is selectively shielded by the collar device. The pneumatic device generates high-pressure air that flows through the expansion device to move the collar device for advancing the BB bullet. When the collar device is moved to such an extent that the air inlet opening is exposed, the high-pressure air flows therethrough to shoot out the BB bullet.