How to know when a new USB storage device is connected in Qt?

I believe what you may be missing is the call to register for device notification. Here is code that I use to do the same thing, though I override the winEvent() method of the QWidget class and not the winEventFilter.

// Register for device connect notification
DEV_BROADCAST_DEVICEINTERFACE devInt;
ZeroMemory( &devInt, sizeof(devInt) );
devInt.dbcc_size = sizeof(DEV_BROADCAST_DEVICEINTERFACE);
devInt.dbcc_devicetype = DBT_DEVTYP_DEVICEINTERFACE;
devInt.dbcc_classguid = GUID_DEVINTERFACE_VOLUME;

m_hDeviceNotify =
    RegisterDeviceNotification( winId(), &devInt, DEVICE_NOTIFY_WINDOW_HANDLE );   
if(m_hDeviceNotify == NULL)
{
    qDebug() << "Failed to register device notification";
} // end if

NOTE: You will most likely need to change the values of the DEV_BROADCAST_DEVICEINTERFACE to fit your needs.

EDIT: To use this code you will need to include the proper header files and perform the proper setup. DEV_BROADCAST_DEVICEINTERFACE requires the Dbt.h header to be included. Also, the focal point of this code is on the RegisterDeviceNotification function. Info is available on MSDN

I'm working along the same lines but in C#.

you need to register your application with the system (look at the RegisterHidNotification() function). Mine looks like this: `

void RegisterHidNotification() //Register this application to recieve all USB device notices

        {
            BroadcastHeader dbi = new BroadcastHeader();
            int size = Marshal.SizeOf(dbi);
            dbi.Size = size;
            dbi.Type = DeviceType.DeviceInterface;
            **dbi.Classguid = GUID_DEVINTERFACE_USB_DEVICE**;
            dbi.Name = 0;
            IntPtr buffer = Marshal.AllocHGlobal(size);
            Marshal.StructureToPtr(dbi, buffer, true);
            IntPtr r = RegisterDeviceNotification(this.Handle, buffer, (int)DeviceEvents.regWindowHandle);
            if (r == IntPtr.Zero)
                statusLabel.Text = GetLastError().ToString();
        }`

The most important part of the function is the bit I've highlighted in bold (or at least tried to). Defined as: public Guid GUID_DEVINTERFACE_USB_DEVICE = new Guid("A5DCBF10-6530-11D2-901F-00C04FB951ED"); Hope you can adapt it to your application.