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High resolution angle resolved photoemission spectroscopy and scanning tunneling microscopy were carried on the CaKFe₄As₄ to study its electronic structure. CaKFe₄As₄ consists of parent compound CaFe₂As₂ and heavily hole doped KFe₂As₂ but with a high T_C of 35K. We found three hole-like pockets at the Brillouin zone center and two electron-like pockets around the Brillouin zone corner. We also discovered a large hole pocket around the Brillouin zone corner which has the same size as the outmost hole pocket at the Brillouin center. Using scanning tunneling microscopy, we determine that there exists × reconstruction in CaKFe₄As₄, which will lead to the folding of the hole pocket from Brillouin zone center to Brillouin zone corner. The implication of these observations related to other iron-based superconductors will be discussed.