A method of manufacturing a head gimbal assembly includes a head connecting step which a thermally assisted magnetic head is connected to a suspension. The head connecting step includes a solder ball arrangement step which only one solder ball is arranged so that a laser diode of the thermally assisted magnetic head is connected with a flexure of the suspension, in an assembly structure which a slider of the thermally assisted magnetic head is adhered to the suspension. The solder ball arrangement step is performed using a connecting ball, as the solder ball, having a size larger than a wiring gap and being in unmelted-solid condition. The head connecting step includes a heat step which an electrode surface of the laser diode is heated.