A thermal insulation structure is disposed at an exterior of a chamber of a heating device. The thermal insulation structure includes a heat conduction layer, a heat storage layer and a reflection layer. The heat conduction layer is adapted to conduct heat from the chamber to the heat storage layer. The heat storage layer is adapted to store heat. The reflection layer is adapted to reflect radiation heat back to the chamber, whereby a temperature of the chamber could be kept at a constant so as to reduce heat dissipation of the chamber.