A connection structure of a terminal fitting includes the terminal fitting including a terminal body, and a plurality of terminal connection portions extending from the terminal body and connection terminals connected to end portions of electric wires. Each of the connection terminals includes a pair of fastening caulking pieces which erects on opposite side portions of a terminal bottom portion. The pair of the fastening caulking pieces are caulked with opposite side portions of a corresponding one of the terminal connection portions from outside so that the connection terminal is caulked and fastened to the terminal fitting. Concave-convex engagement portions are provided in opposed surfaces in which the terminal connection portion and the terminal bottom portion abut against each other. The terminal fitting is connected to the electric wires through the connection terminals.