A holding device including a ceramic member formed of a sintered ceramic material containing aluminum nitride as a main component, a heating resistor element formed of a metal and disposed in the ceramic member, an electrically conductive electricity supply connection member in contact with the heating resistor element, and an electrically conductive electricity supply terminal electrically connected to the electricity supply connection member. The holding device holds an object on the surface of the ceramic member. In the holding device, at least a portion of the surface of the electricity supply connection member, excluding its contact surface for contact with the heating resistor element and its connection surface for connection with the electricity supply terminal, is covered with a coat layer formed of a nitride containing at least one of Al, Ti, Zr, V, Ta, and Nb. Also disclosed is a method of manufacturing the holding device.