A fluid pressure shock absorber comprises a cylinder 3 disposed in a tube 2 and having a base supported by the tube 2 and a head member 31 fitted onto a tip of the cylinder 3. A hole 2b is formed in the tube 2 facing the head member 31. A ring-shaped stopper member 101 is screwed onto an outer circumference of the head member 31. A pin member 102 held by the head member 31 and biased in a radial direction by a snap ring 103 penetrates the hole 2b, thereby making connection of the tube 2 and the cylinder 3 easy.