[Problem] The present invention provides a connection structure for connecting two metals, in which the flexibility of a connected portion can be further improved, and in particular an appropriate connection can be provided even when the two metals are dissimilar. The present invention also provides a guide wire having the connection structure.[Solution] The connection structure 1 is characterized by that a multi-thread coil 4 formed by winding first metal element wires 9 comprising a stainless steel alloy and second metal element wires 7 comprising a nickel-titanium alloy is arranged between a first rod body 3 comprising the stainless steel alloy and a second rod body 5 comprising the nickel titanium alloy, and the first rod body 3 comprising the stainless steel alloy is connected to the first metal element wires 9 comprising the stainless steel alloy of the multi-thread coil 4, and the second rod body 5 comprising the nickel-titanium alloy is connected to the second metal element wires 7 comprising the nickel titanium alloy of the multi-thread coil 4.