A coil electrical component and a method of manufacturing the same. Magnetic material powder and adhesive powder are mixed in a predetermined proportion to form a solid mixture. The solid mixture and an object, such as a coil or a core material surrounded by the coil, are filled in a mold having a predetermined shape. The solid mixture in the mold is heated such that the magnetic material powder is adhered by the adhesive powder and covers the object, so as to form the coil electrical component. The coil electrical component corresponds in shape to the mold. Therefore, the coil electrical component has stable quality, and can be manufactured with less time and lower cost.