A micro coaxial cable connector assembly for contact with a mating electrical connector, includes a first and second housing means, a cable set with a plurality of cables, and a plurality of contacts. The first and second housing members are efficiently and durably retained together by means of the cooperation between a pair of channels and latch portions thereof and the interference fit of first retention sections and second retention sections of the contacts with a plurality of grooves and the passageways thereof. The cable set consists of the juxtaposed cables each having at least a signal segment and a grounding segment, and a grounding bar defined with two plates soldered with the grounding segments of the cables. Each passageway is equipped with orientating means for convenience of soldering the signal segment of the cable with the tail of section of the corresponding contact. A method of making the cable connector assembly is introduced for convenience of the assembly.