An air valve connecting device includes a housing, a shank slidably engaged in the housing and limited to slide relative to the housing, and prevented from pivoting and rotating relative to the housing, the shank includes one end portion for receiving the pressurized air, a barrel is rotatably engaged with the shank and connected to the housing for detachably securing the inflation valve to the barrel, and a control ferrule is connected to the housing and moved in concert with the housing and the barrel relative to the shank, and the control ferrule is threaded with the shank for forcing and moving the shank toward and to engage with the inflation valve when the control ferrule is rotated relative to the shank.