The hat band structure includes a band and a lock mechanism. The band has ends, and each end has a slot portion with tooth portion. The lock mechanism has a base, a moving part and an adjusting wheel. The base has a circular through-opening with locking teeth, and has a pivoting post on the bottom. The base has a through hole where the pillar inserts in. The moving part includes a central body, a gear, flexible arms, locking portions and a pivoting hole. The adjusting wheel has an axis portion and pivoting posts on the rear. The axis portion of the adjusting wheel is rotatably inserted in the through hole of the base. Each pivoting post is inserted into the corresponding flexible arm, and a lighting device is disposed in front of the adjusting wheel to provide warning signals. The length of the hat band structure can be easily adjusted.