A plug connector assembly includes a mating member, a cable, an internal member, and a strain relief member. The mating member includes an insulative body, some terminals, a latch, and an insulative member. The latch includes a base portion, a latching arm extending from a respective side of the base portion, and a latching portion projecting from an end thereof The internal member has some recessing portions on an surface thereof The strain relief member has some projecting portions filling the recessing portions. A method of assembling the plug connector assembly comprises molding an internal member to enclose a respective part of the mating member and molding plural recessing portions on an outer surface of the internal member, and molding a strain relief member to enclose a respective part of the internal member and molding plural projecting portions on the strain relief member to fill the recessing portions.