The invention provides a dielectric waveguide for transmitting millimeter waves or sub-millimeter waves. The dielectric waveguide is easily processed and connected even when having a small diameter, and can provide a connection structure exhibiting low transmission and return losses of high frequency signals. The dielectric waveguide includes a dielectric waveguide body and a dielectric waveguide end having a lower permittivity than the dielectric waveguide body. The dielectric waveguide body and the dielectric waveguide end are seamlessly and monolithically formed from the same material.