This article studies on the social insurance cognition of both male and female migrant workers, in the process of their urban-integration, by using the questionnaire survey data of 1074 migrant workers in Shandong province. Research results show that, for both male and female migrant workers, especially the females, the social insurance cognition is shallow; their cognition is mainly performed as auditory perception like "heard", but lack of more in-depth understanding; among social insurance, the highest cognition is endowment insurance, while the lowest is maternity insurance; almost in all kinds of social insurance, except in maternity insurance, the female migrant workers' cognition is lower than the males'.