The invention discloses an electrode connecting device for a pulse xenon lamp. The electrode connecting device is mainly composed of an electrode, an electrode cap, an adapter, a voltage equalizing cap, a cable wire and other components; and the components of the electrode connecting device are connected with one another in an orderly manner by means of interference fit connection, screw thread connection, screw fastening, crimping and brazing. According to the electrode connecting device for the pulse xenon lamp of the invention, the cleanness of the electrode and the electrode cap during theproduction process of the xenon lamp is ensured, so that the interior of the xenon lamp can be prevented from being contaminated; the assembling process of each component is simple and stable, and the structural strength of the components is high; and the connection area and cross-sectional area of each component are large, so that the components can withstand high current, and therefore, the service lives of the components can be significantly prolonged, and the operational reliability of the components can be improved.