A holding fixture includes a first part, a securing member and a second part. The first part includes a first end face and a sleeve extending from the first end face, the sleeve defines a plurality of radial through holes each receiving a ball therein, and each ball has a diameter larger than the wall thickness of the sleeve therein. The securing member located around the sleeve includes a plurality of protrusions configured on an inner wall thereof, with every two neighboring protrusions defining a notch therebetween. The second part includes a body and a tail fixed on the body, with seating thereof in the sleeve enabled by an annular groove in the periphery thereof. The protrusions guide the balls into the annular groove to secure the second part on the first part.