A connector includes an insulative holding member having a generally-cylindrical tubular shape, and a conductive shielding member which includes a cover portion for covering an outer peripheral face of the holding member and a clamping portion. The holding member has a receiving portion. The cover portion has an engaging portion which engages with the receiving portion. The holding member has a guide groove for guiding the engaging portion to the receiving portion, the guide groove extending from an end portion of the holding member along a first direction in which the holding member extends. The guide groove has a first end and a second end, the first end disposed on the end portion of the holding member, and the second end disposed so as to opposed to the first end. A width of the guide groove gradually increases toward the first end to the second end.