A compression clip structure includes a first clip, a second clip, a shaft, an elastic member and a fastener. The first clip has a first clamping portion, a mounting portion and a first pivot portion. The second clip has a second clamping portion, a push portion and a second pivot portion. The shaft extends through the first pivot portion and the second pivot portion. The elastic member is mounted on the shaft and provided with two resting portions resting on the first clip and the second clip. The fastener extends through a fitting hole of the push portion and has a pressing portion and a control portion. Thus, the compression clip structure clamps a compression bandage, and the fastener secures the compression clip structure and the compression bandage, so as to stop the bleeding stably.