A heat dissipation device includes a mounting bracket and a thermal module. The mounting bracket has at least one retaining hole and a mounting section, and the thermal module includes a plurality of radiating fins, to which the mounting bracket is connected. On the radiating fins, at least one engaging zone is provided for correspondingly engaging with the mounting bracket, and at least one locking portion is formed for correspondingly engaging with the retaining hole. With the above structural design, the mounting bracket can be more firmly and stably connected to the thermal module and be more accurately located on the radiating fins without the need of welding, so that the manufacturing cost for welding is saved. A method of manufacturing the heat dissipation device is also disclosed.