An end mill chucking structure for chucking an end mill having a relatively small diameter and used, for example, for deep milling of a die. The end mill chucking structure includes an end mill holder and an end mill. A holder body has a taper hole formed therein. The end mill includes an end mill body and a cutting tip provided at an end portion of the end mill body. A portion of the end mill body located opposite the cutting tip serves as a tapered shank portion. The shank portion and the rest of the end mill body are bounded by a shoulder extending outward from the surface of the shank portion. The shank portion is press-fitted or shrink-fitted into the taper hole such that the end face of the holder body abuts the shoulder of the end mill body, through application to the holder body of heat at a temperature lower than a conventional shrink-fitting temperature.