A laser sight is coupled to a gun with a connecting rod; the connecting rod includes a rod body, and an expanding and fixing sleeve having a truncated-cone shape; the rod body is passed through the sleeve, and the sleeve is inserted in a joining hole of the gun; the rod body has a front threaded portion threadedly joined to the laser sight, a middle truncated-cone shaped section, and a male threaded portion adjoining the truncated-cone shaped section; the expanding and fixing sleeve has a lengthways extending gap thereon, and a truncated-cone shaped hole receiving the truncated-cone shaped section of the rod body; the taper of the truncated-cone shaped section of the rod body matches that of the truncated-cone shaped hole of the sleeve; the sleeve has a female threaded portion in the truncated-cone shaped hole, which is threadedly engaged with the male threaded portion of the rod body.