A shield structure includes a hollow tubular shield member, a shield shell having a plate-like shell body which is formed with a through hole, and a plate-like bent piece which is extended from an inner edge of the shell body that defines the through hole and which is bent to rise from the shell body, and an annular member which surrounds and fastens the bent piece, wherein at least one bent piece of the shield shell is extended from the inner edge of the shell body, and when the annular member surrounds and fastens the bent piece an outer surface of which is covered with a leading end in the longitudinal direction of the shield member, the leading end is clamped between the annular member and the bent piece.