A probe connector (1) connects a circuit board (2) and a coaxial plug (3) including an axial terminal (162) and a surrounding terminal (163). A coaxial probe (51) of the probe connector includes a center terminal (52) connected to the circuit board and the axial terminal; and an outer terminal (61) coaxial with the center terminal and connected to the circuit board and the surrounding terminal. The outer terminal includes an cylindrical outer conductor (62) surrounding the center terminal and mated with the surrounding terminal; an anchor (63) formed, as a projection (69), on part of an outer surface of the outer conductor by machining process so that a hole is formed on the part of the outer surface; and a conductive cover (91) covering and closing the hole and electrically conducted to the outer conductor. Thus, the position of the coaxial probe is slightly shifted even when the coaxial plug is inserted thereto or pulled therefrom.