In fabricating bonded substrate structures having a device-housing space therein, microstructures in the bonded substrates are prevented from being broken or damaged, and the yield of the bonded substrate structures fabricated is increased. A through-groove capable of connecting the device-housing space to the outside is formed in the bonded surface of one substrate. Thus configured, the atmosphere inside the device-housing space is kept the same as the outside atmosphere while openings that reach the device-housing space are formed through the bonded substrate structure by etching the structure, and the device-housing space is prevented from being subjected to any rapid pressure change in the process of forming the openings. The depth of the through-groove may be the same as that of the recess for the device-housing space. Thus configured, the through-groove may be formed in one and the same etching treatment for forming the device-housing space. The through-groove may be partly sealed with a Pb bump or the like, and the atmosphere inside the device-housing space can be insulated from the outside atmosphere in any stage of processing the bonded substrate structure.