The density stratification effects on the thermal convection in a rotating spherical shell, which is the representative of the solar convection zone, are investigated by three dimensional numerical simulations. It is found that, the convection structure in the strongly stratified system is switched from parallel cells aligned to the rotation axis to zonal rolles dominated by the longitudinally averaged mode, as the Rayleigh number increases much larger than the stability threshold. Corresponding to this structural transition, the averaged kinetic helicity reverses the sign in each hemisphere (from negative to positive in the northern hemisphere). The results indicate that the density stratification is much important for the nonlinear convection process in the rotating spherical shell.