An impingement cooled structure includes a plurality of shroud members disposed in a circumferential direction to constitute a ring-shaped shroud surrounding a hot gas stream, and a shroud cover mounted on radial outside faces of the shroud members to form a cavity therebetween. The shroud cover has a first impingement cooling hole which communicates with the cavity and allows cooling air to be jetted to an inside thereof so as to cool an inner surface of the cavity by impingement. The shroud members each has a hole fin. The hole fin divides the cavity into a plurality of sub-cavities. Further, the hole fin has a second impingement cooling hole which allows the cooling air having flowed through the first impingement cooling hole to be jetted obliquely toward a bottom surface of the sub-cavity adjacent thereto.