The utility model belongs to the field of electric hydraulic control engineering, and particularly relates to an underwater pressure compensation structure of a hydraulic servo valve. A filter compensator which enables the pressure inside a servo valve shell and the pressure outside the servo valve shell to keep consistent is installed on the servo valve, a pressure compensation hole is formed in the filter compensator, and a filter screen which is used for filtering fluid which enters into the servo valve shell is installed inside the pressure compensation hole. The filter compensator comprises a filter screen cover plate, the filter screen and a filter screen seat. One end of the filter screen seat is installed inside a mounting hole which is formed in a sealing end cover of the servo valve, and the other end of the filter screen seat is connected with the filter screen cover plate. The filter screen is compressed tightly on a step on the inner side of the filter screen seat through the filter screen cover plate. The filter screen cover plate and the filter screen seat are both provided with the pressure compensation holes. The underwater pressure compensation structure of the hydraulic servo valve solves the problem that an electro-hydraulic servo valve can not work in the environments of deep sea and high pressure, and has the advantages of being compact in structure, reliable in performance, low in failure rate and cost, easy to implement and the like.