A connection structure is provided, wherein relative movement between outer and inner members is restrained by an engaging member. The engaging member includes first and second bolding elements. A connection part connected to another-side end part of the second holding element is provided in one-side end part of the first holding element. A first extension part is provided in another-side end part of the first holding element The connection part includes second and third extension parts, and a connection element extending substantially parallel to the second holding element. The first holding element and the first and second extension parts are provided such that an angle formed by the first holding element and the second extension part, and an angle formed by the first holding element and the first extension part are smaller than 90°. Use of the connection structure, which is easily formable, restrains the engaging member from being detached.