PROBLEM TO BE SOLVED: To provide a connection structure, a connection method, and a cable for differential signal transmission which are capable of preventing deterioration in transmission characteristics by preventing deformation and melting of an insulator during soldering work.SOLUTION: In the connection structure, an external conductor 13 provided in the cable for differential signal transmission is connected to a substrate via a connection member 20 comprising a body 21 and projections 22 projected from the body 21. The connection member 20 is soldered to the external conductor 13 via the body 21 and is soldered to the substrate via the projections 22.