To provide a ceramic member having a thermal expansion coefficient close to that of silicon and has satisfactory workability, a probe holder formed by using this ceramic member, and a method of manufacturing the ceramic member. For this purpose, at least mica and silicon dioxide are mixed and an external force oriented in one direction is caused to act on this mixed mixture to sinter the mixture. It is more preferable that, in the mixture, a volume content of the mica is 70 to 90 volume % and a volume content of the silicon dioxide is 10 to 30 volume %.