A water blocking structure for an insulation-coated wire includes a heat-shrinkable tubular protective member that is closed at one end by a stopper and that accommodates an intermediate portion of an insulation-coated wire, and a resin material that is accommodated in the protective member and that penetrates the intermediate portion of the insulation-coated wire. Slit portions are formed in a coating of the insulation-coated wire within the protective member, the slit portions extending in a direction that crosses the axis of the insulation-coated wire on opposite sides of the intermediate portion with respect to a radial direction, and a water blocking agent penetrates the intermediate portion via these slit portions.