To provide a method and a device for manufacturing a connection structure (1) and a wire harness (2). The connection structure connects an insulated wire (100) comprising a wire tip portion (103), an insulating covering (102) being stripped from the tip thereof, to a crimp terminal (200) comprising a closed-barrel-type crimping portion (230) allowing crimp connection with the wire tip portion (103) and has stable conductivity by crimping an aluminum core wire (101) by the crimping portion (230). The method comprises a carrier cutting step for separating crimp terminals (200) from a terminal connecting belt (300) comprising the crimp terminals (200) attached to a carrier (250) in a longitudinal direction, a wire insertion step for inserting wire tip portions (103) into the crimping portions (230) of the separated crimp terminals (200), and a crimping step for crimping the crimping portions (230) with the inserted wire tip portions (103).