The invention relates to a lens structure, in particular to the lens structure which has safe and reliable sealing, realizes the in-situ optical observation under a high-temperature and high-pressure fluid environment (the maximum temperature and the maximum pressure can be 350 DEG C/20MPa) as well as the application thereof, and solves the sealing and the visual (observation) problems under the high-temperature and high-pressure environment. The lens structure is assembled on an autoclave, and is composed of a pressure cap, a butterfly-shaped washer, a flat washer, a lens, an O-shaped ring, a lens barrel, a lens mount, a graphite washer, a clamping ring and a gland. When assembled, the components such as the pressure cap, the washers, the lens, and the like extend into the autoclave through the lens mount; then the gland is screwed on the lens mount until clamping the clamping ring and the washers tightly. In order to ensure that the lens barrel structure can stably work for a long time under the high-temperature fluid environment and can realize the high-quality in-situ optical observation, a single-crystal sapphire wafer with high high-temperature strength, good corrosion resistance and excellent optical performance is taken as the lens material. Besides, the invention increases the luminous flux through designing the lens barrel into a conical structure, thereby facilitating the realization of the in-situ optical observation.