The invention discloses a diffusion brazing connecting method for a contact reaction of magnesium alloy and steel, and belongs to the field of dissimilar material connection. The melting point of the magnesium alloy is 650 DEG C only, and the magnesium alloy is sensitive to the welding temperature. Magnesium and steel are dissimilar materials. Particularly, the melting points and the linear expansion coefficients of the two dissimilar materials remarkably differ from each other, so that the welding difficulty of the magnesium and the steel is increased. The diffusion brazing connecting method comprises the steps that an intermediate pure copper layer is manufactured on the surface of the magnesium alloy, so that the magnesium alloy/Cu/steel brazing structure is formed in a combined mode; the magnesium alloy/Cu/steel brazing structure is fixedly arranged inside a vacuum diffusion furnace, the pressure of junction surfaces ranges from 0.0375 MPa to 0.2 MPa, the magnesium alloy/Cu/steel brazing structure is heated, the temperature of the magnesium alloy/Cu/steel brazing structure is kept constant, then, the magnesium alloy/Cu/steel brazing structure is reheated, the temperature of the magnesium alloy/Cu/steel brazing structure is kept constant, heating is stopped, the magnesium alloy/Cu/steel brazing structure is cooled with the furnace until the temperature of the magnesium alloy/Cu/steel brazing structure is smaller than 150 DEG C, and diffusion brazing connection of the contact reaction of the magnesium alloy and the steel is achieved. According to the diffusion brazing connecting method, the welding temperature is lower, the influence on the parent metal is small, no brazing filter metal is needed, the large surrounding and small surrounding phenomena are avoided, the aim that no defects (relative fusion welding) exist in brazing joints of welding of the magnesium alloy and the dissimilar metal is achieved to a certain degree, and the shearing strength of the brazing joints at indoor temperature can reach 39.6 MPa.