The interstage bolted flange connection is a common connection mode of the missiles (rockets), but it destroys the continuity of the whole missiles (rockets) structure and is of weak load bearing capacity that the whole missiles (rockets) structure is liable to fail so as to lose the strength under external load. Based on the bolted flange connection structure between stages of the actual missiles (rockets), multiple experimental specimens were simplified and manufactured, the quasi-static loading experimental system and the special bolt force signal acquisition sensor were designed, two quasi-static failure experiments were carried out, and the finite element simulation model was established by ABAQUS simultaneously. According to the experimental results and the measured data, the failure mechanism of the connection structure under quasi-static load was analyzed, and the numerical simulation results and precision of the finite element simulation model were proved good. The results in this research can be used as a reference for the loading bearing capacity and experimental design of connection structure between stages of missiles (rockets) under quasi-static load.