A gas feed pipe connecting screw for a continuous casting nozzle which is mounted to the continuous casting nozzle formed with an axially extending ring-shaped slit concentric with a nozzle bore. The screw connects the nozzle to a gas feed pipe for blowing a gas into the slit. The screw includes a screw body having a gas feed hole formed through its central portion, a flange fitted into a mounting hole formed in a side wall of the continuous casting nozzle, a male thread engaging a first female thread formed in the mounting hole, and a second female thread formed in the gas feed hole for connection of the gas feed pipe. The flange has a detent corner engaging refractory mortar filling the mounting hole.