Recently, many knowledge graph embedding models for knowledge graph completion have been proposed, ranging from the initial translation-based models such as TransE to recent convolutional neural network (CNN) models such as ConvE. However, these models only focus on semantic information of knowledge graph and neglect the natural graph structure information. Although graph convolutional network (GCN)-based models for knowledge graph embedding have been introduced to address this issue, they still suffer from fact incompleteness, resulting in the unconnectedness of knowledge graph. To solve this problem, we propose a novel model called deep relational graph infomax (DRGI) with mutual information (MI) maximization which takes the benefit of complete structure information and semantic information together. Specifically, the proposed DRGI consists of two encoders which are two identical adaptive relational graph attention networks (ARGATs), corresponding to catching semantic information and complete structure information respectively. Our method establishes new state-of-the-art on the standard datasets for knowledge graph completion. In addition, by exploring the complete structure information, DRGI embraces the merits of faster convergence speed over existing methods and better predictive performance for entities with small indegree.