To provide a contact probe which can easily be connected with a measurement apparatus electrically, can measure a high speed and high frequency signal with a fine pitch easily and correctly, and can easily cope with signal measurement for a plurality of channels, and a method of making the contact probe.It includes a first printed wiring board 3 having a signal electrode 10a and a ground electrode 10b used as a contact part with respect to a measuring object, in which the signal electrode 10a and ground electrode 10b are formed of a metal wiring pattern on a substrate, and a second printed wiring board 2 with a coaxial line structure having shield electrodes 12, 17, 18 which enclose a signal line 15a and the surroundings of the signal line 15a through an insulating layer. The signal electrode 10a of the first printed wiring board 3 and the signal line 15a of the second printed wiring board 2 are electrically connected together, and the ground electrode 10b of the first printed wiring board 3 and the shield electrodes 12, 17, 18 of the second printed wiring board 2 are electrically connected together.