Disclosed are a filter structure, a welding fixture, and a manufacturing method of the filter structure. The filter structure includes: a box having a cavity; coil components installed in the cavity; and wiring components, each having a positive wiring pin and a negative wiring pin fixed to the box. The conductive wire has conductive wires coupled to both ends of the coil component and welded with the positive and negative wiring pins respectively. After a wiring section of the pins is embedded into a side of a wire latch slot, the conductive wire of the coil is latched into the wire latch slot and welded with the pins by spot welding without the need of manually winding the conductive wire and the pins, so as to reduce labor, expedite assembling, improve production efficiency and save material cost of the conductive wire.