A backlight module and heat dissipation structure thereof. The heat dissipation structure is used for a backlight module which comprises a circuit board having a through hole with a light emitting diode (LED) corresponding thereto and disposed on one side of the circuit board. The heat dissipation structure comprises a heat conducting portion thermo-conductively connected to the LED and positioned in the through hole, a thermal conductive element disposed between the heat conducting portion and the LED, and a heat dissipating portion thermo-conductively connected to the heat conducting portion. Heat from the LED is conducted through the thermal conductive element and the heat conducting portion to the heat dissipation portion.