The invention provides a connection cable, which comprises a plug and a plurality of sockets. At least two wires are electrically connected with the plug; the plurality of sockets are arranged at intervals along the wire length direction; each wire is electrically connected with each socket; both the plug and the socket have an un-removable combined structure; the plug comprises a shell, a plurality of conductive terminals and a wire buckle; the terminals are embedded inside the shell and extend outwardly from the shell; the terminals and the shell are an un-removable combination body; the end part of the plug and the wire buckle are connected in an un-removable mode; the socket comprises a panel, a shell and a wire buckle; a plurality of through holes are arranged in the panel; the plurality of conductive terminals are arranged in corresponding to the plurality of through holes; and the panel and the shell are an un-removable combination body. The invention further provides a method of manufacturing the connection cable.