The present invention relates to an improved dumbbell structure, in which a clamping portion, used for mounting weights, is located on two ends of a hand grip of a dumbbell. A clamping hole, a press operation recess and a fixing hole are defined on each of the clamping portions, and a clamping column is located within each of the clamping holes. A press operation column is disposed within each of the press operation recesses. When force is applied to the press operation column, then the press operation column exerts force on the clamping column, and causes the clamping column to separate from the weight. Accordingly, a user is able to quickly change weights on the dumbbell.