Confocal microscopy, a critical advancement in optical imaging, is widely applied because of its excellent anti-noise ability. However, it has low imaging efficiency and can cause phototoxicity. Optical-sectioning structured illumination microscopy (OS-SIM) can overcome the limitations of confocal microscopy but still face challenges in imaging depth and signal-to-noise ratio (SNR). We introduce the concept of confocal imaging into OS-SIM and propose confocal structured illumination microscopy (CSIM) to enhance the imaging performance of OS-SIM. CSIM exploits the principle of dual photography to reconstruct a dual image from each pixel of the camera. The reconstructed dual image is equivalent to the image obtained by using the spatial light modulator (SLM) as a virtual camera, enabling the separation of the conjugate and non-conjugate signals recorded by the camera pixel. We can reject the non-conjugate signals by extracting the conjugate signal from each dual image to reconstruct a confocal image when establishing the conjugate relationship between the camera and the SLM. We have constructed the theoretical framework of CSIM. Optical-sectioning experimental results demonstrate that CSIM can reconstruct images with superior SNR and greater imaging depth compared with existing OS-SIM. CSIM is expected to expand the application scope of OS-SIM.