In a water-stop structure of a sheathed wire of the invention, a water-stop member includes an upper member and a lower member, and the upper member has a recess disposed above water-stop portions so that ultrasonic vibrations of an ultrasonic horn can be transmitted to the water-stop portions from a region closer to the water-stop portions. The ultrasonic horn has a protrusion which is formed on a lower surface thereof, and can be fitted to the recess in the upper member. In this sheathed wire water-stop structure, vibrations of the ultrasonic horn can be transmitted to the water-stop portions from the region closer to the water-stop portions, and therefore the ultrasonic vibrations can be efficiently transmitted, so that the welding time can be reduced, and besides the production cost can be reduced.