To provide a connection structure to easily connect a piston rod to an end part of a steering shaft while ensuring the high concentricity between the two members in a case where a power cylinder for auxiliary steering is constituted on one side of the steering shaft.

An engagement groove 37 is formed on an outer surface of a fitting part continuous to one end of a piston rod 30 in a mode of an annular recessed groove, this fitting part 35 is internally fitted to a caulking cylinder 7 concentrically projected from one end of a rack shaft 2, and when a circumferential wall of the caulking cylinder 7 is caulked outside the fitting part 35 and connected thereto, an inner surface of the caulking cylinder 7 bites in the engagement groove 37 to restrict the inclination of the axis between the piston rod 30 and the rack shaft 2.