The invention discloses a quick-blind-mating floating-type-mounted RF coaxial connector and a connecting method thereof. The RF coaxial connector comprises a socket and a plug. The socket comprises an inner conductor jack, an insulator, a socket outer conductor, a floating sleeve, a spring and a mounting panel. The plug comprises a plug outer conductor, an inner conductor inserting pin, an elastic collar and a mounting board. The elastic collar is connected with an engaging trough in an adapted engaging manner. The inner hole linear section of the socket is in insertion fit with the outer cycle linear segment of the plug. According to the RF coaxial connector, on the condition that the plug is inserted into the socket, two reference surfaces are superposed, thereby forming a theoretical zero clearance and ensuring continuity of capacitance. Furthermore a specific engagement structure is utilized, thereby eliminating radial clearance and preventing axial endplay clearance in a stationary state in insertion. Furthermore the quick-blind-mating floating-type-mounted RF coaxial connector and the connecting method have advantages of small size, compact structure, low reflection coefficient, low voltage standing wave, full-band linear voltage standing-wave ratio, excellent shielding efficiency, etc.