The present invention relates to a coaxial connector, more particularly relates to a coaxial connector with shielding shell that comprises a main body, a flat portion connected to the main body and a wire holder on the rear end of the flat portion. The main body includes a pair of holding arms and a receiving hole for receiving the cylinder portion of the insulating housing. The flat portion has a front end and a back end, the front end receives the cylinder portion and supports the main body after the main body being bent toward to the flat portion, and there is a cavity formed in the center of the back end through bending over a cover plate, the bending arms bend inward to cover the insulating housing and holding arms from outside.