Connection structure, Battery, and Power consumption device

A connection structure includes a male connector, a female connector including a first clamping portion and a through hole for inserting the male connector, a marking member including a second clamping portion configured to be clamped with the first clamping portion, and a locking member installed on the female connector. The locking member is configured to move from a first position to a second position when an insertion depth of the male connector reaches a preset value, so as to lock the male connector and drive the second clamping portion to separate from the first clamping portion.