In order to address the problem that the dynamic response characteristics of the bolted flange connection structure, which is widely used in aerospace rocket structures, are significantly affected by the magnitude of bolt preload, the static and dynamic response characteristics of the rocket connection structure were studied taking into account the discrepancy of bolt preloads under different conditions. A set of methods for analyzing the dynamic response of rocket body connection structures considering the discrepancy of bolt preloads was proposed based on finite element analysis and knock tests for a specific barrel-shell bolted flange connection structure. By investigating the response characteristics of the connection structure with a loose bolt, a new bolt loosening detection procedure based on the complementary ensemble empirical mode decomposition algorithm is proposed which can quantify the characteristics of the increase of the frequency response amplitude in the middle and high frequency bands of the connection structure when the loosening happens, and can quickly identify the occurrence of loose conditions without damage.