A mobile electronic device and a connection establishment method between the mobile electronic devices are provided. The connection establishment method includes the following steps. When a first mobile electronic device detects a control gesture applied to the first mobile electronic device, whether a second mobile electronic device is searched by the first mobile electronic device is determined, in which the second mobile electronic device detects the same control gesture applied to the second mobile electronic device. If the second mobile electronic device is searched by the first mobile electronic device, a first proximal wireless network connection between the first mobile electronic device and the second mobile electronic device is then established.