A method of forming a sole and a sole structure with shoe nails coupled thereto and the sole structure with the shoe nails are provided. The method includes pre-forming shoe nails, putting the shoe nails in an injection molding mold, injecting a thermally molten sole material into a mold in a manner that the sole material covers inner and outer surfaces of the shoe nails, and performing a cooling process whereby the sole material solidifies and turns into a sole which is then coupled to the shoe nails. The method enables a sole with shoe nails to be quickly manufactured so easily that it increases production efficiency and economic benefits.