A connection method, adapted for an electronic device is provided. The connection method includes the following steps: when the electronic device simultaneously performs a first wireless transmission and a second transmission through a first wireless communication protocol and a second wireless communication protocol respectively, determining a priority order of a first transmission event in the first wireless transmission and a second transmission event in the second wireless transmission; when the priority order of the first transmission event is higher than the priority order of the second transmission event, interrupting the second wireless transmission; when the first transmission event is finished, comparing the priority order of the second transmission event and a third transmission event in the first wireless transmission; when the priority order of the second transmission event is higher than the priority order of the third transmission event, interrupting the first wireless transmission and enabling the second wireless transmission.