A method for connecting two members to be connected comprises following steps. At first, a circumferential groove is formed on the connecting surfaces of the members to be connected. Secondly, axial recesses are formed on the inner surface of the groove. Thirdly, a connecting member is placed between the members to be connected. The connecting member is made of a material which has a smaller resistance against deformation than the members to be connected has and which has a required mechanical strength. Lastly, the connecting member is pressed and plastically deformed, resulting in that the connecting member flows into the groove and the recesses.