A depth checking device includes a body member, a pressing member, a checking member and an adjustment nut. The body member defines a stepped through hole forming a stopping surface inside. The pressing member includes a first end and an opposite second end. The first end includes a first end surface defining a first opening. The second end defines a second opening. The checking member is mounted in the stepped through hole and includes an indication end adjacent to the first end and a probe end. The indication end includes a second end surface. The adjustment nut is screwed on the checking member and supported by the stopping surface in a position where the first end surface is coplanar with the second end surface and the probe end protrudes from the body member with a protruding length of the probe end same as a designed depth of a fixing hole.