A connector includes a main body and a shielding device. The main body includes a circuit board and a plurality of cables connected to the circuit board. Each of the plurality of cables includes a plastic jacket, a center core and a dielectric insulator enclosing the center core. The dielectric insulator is received in the plastic jacket, and the center core is attached to the circuit board. The shielding device includes a first insulating member, a copper foil, and a second insulating member. The circuit board is enclosed by the first insulating member and the plurality of cables extend out of the first insulating member. The copper foil covers the first insulating member and secured to the dielectric insulator, and the second insulating member encloses the copper foil. The present disclosure further offers a method for manufacturing the connector.