To provide a glow plug capable of speedily increasing the temperature, a glow plug mounting structure, and a process for manufacturing the glow plug. In the invention, the glow plug (1) comprises: a cylindrical sheath tube (3) closed at its front end 3S) and opened at its base end (3K); a cylindrical metal shell (5) covering the side of the base end (3K); a heating coil (7) arranged in the sheath tube (3) along the axis thereof and connected at its front end portion (7S) to the front end (3S) of the sheath tube (3); and insulating powder (11) packed in the sheath tube (3). The front end side portion (7H) of the heating coil (7) farther than the foremost end (9T) of the lead member (9) has a coil length not larger than 15 mm in the axial direction from the front end (3S) of the sheath tube (3). The sheath front end portion (3C) enclosing the front end side portion (7H) has an outer diameter not larger than 4.4 mm.