Let $\varphi,\psi$ be the analytic self-maps of the unit ball ${\mathbb B}$, we characterize the Hilbert-Schmidt differences of two composition operator $C_\varphi$ and $C_\psi$ on weighted Bergman space $A_\alpha^2$, and give some conclusions about the topological structure of $\mathcal{C}(A_\alpha^2)$, the space of all bounded composition operators on $A_\alpha^2$ endowed with operator norm.