An exterior wall structure includes first to fourth waterproofing members. Each of the first to fourth waterproofing members includes a fixing portion, a positioning portion, a separating portion, a supporting portion, and first and second seal portions. The positioning portion extends continuously with the fixing portion toward the exterior side. The positioning portion positions an exterior wall material by coming into abutment with an end face of the exterior wall material. The separating portion extends continuously with the positioning portion toward the sash body side so as to be located between the sash body and the exterior wall material. The first seal portion inhibits the entry of water by coming into abutment with the exterior wall material. The second seal portion inhibits the entry of water by coming into abutment with the sash body.