A method for connecting a tail end portion of a reinforcing fiber bundle of a preceding wound body to a front end portion of a reinforcing fiber bundle unwound from a new wound body by blowing pressurized air to both of the ends to unravel and entwine both of the reinforcing fiber bundles, wherein the method comprises a preparation step for adjusting the amount of a sizing agent contained in the front end of the reinforcement fiber bundle unwound from the new wound body and the tail end of the preceding wound body to 0-4wt% inclusive, and the reinforcement fiber bundles are connected after the preparation step. It is thus possible for the reinforcing fiber bundle at the time of producing a long fiber reinforced thermoplastic resin pellet that is a material for the pellet to have a required connection strength, and to avoid the occurrence of interruption due to breakage, and accordingly allowing improvement in the production efficiency of the long fiber reinforced thermoplastic resin pellet, etc.