An exhaust connection structure is constructed to connect a combustion apparatus and an exhaust tube having projections and recesses in an outer surface. The exhaust connection structure has a sealing member arranged on an outer circumferential surface of the exhaust tube and an exhaust joint arranged to sandwich the sealing member between the exhaust joint and the outer circumferential surface of the exhaust tube. The exhaust joint includes an engagement member and the engagement member has an annular portion and an engaging portion bent toward an inner circumference of the annular portion. The engaging portion is engaged with the projections and recesses in the exhaust tube.