There is provided a pressure-bonding connection structural body and a female connector which can surely prevent the intrusion of moisture from an insulating cover side, and a method of manufacturing the connection structural body. In the connection structural body which is configured by connecting a crimp terminal and an insulated wire to each other, the crimp terminal having a barrel portion which is an integral body formed of; a cover pressure-bonding section which pressure-bonds by caulking the insulating cover; and a core wire pressure-bonding section which pressure-bonds an aluminum core wire by caulking, a water blocking projecting portion which prevents the intrusion of moisture in a longitudinal direction in a pressure-bonding state is formed, at the time of pressure-bonding the barrel portion, on an inner surface of the cover pressure-bonding section of the barrel portion where a cross-sectional shape in a width direction is formed into a closed cross-sectional shape.