The present invention relates to a probe structure, a temperature measuring device having the probe structure, and a method of using the same. The probe structure comprises a light transmissive unit and one or more light sources. One or more light sources radiate one or more colors of light to and through the light transmissive unit. The temperature measuring device includes the above-mentioned probe structure and a temperature measuring body. The probe structure is assembled within the temperature measuring body. By the design of the light transmissive unit and the visual light provided by the light sources, the user can easily place the probe structure to the part to be measured.