In a high pressure fuel supply pump, a housing is provided with a through-hole having a step. A plunger is slidably accommodated in the through-hole on an axial end side thereof. An intake valve member is positioned in the through-hole on an axially opposite side to the plunger with respect to the step so that a pump chamber is formed between the plunger and the intake valve member. A discharge valve member is positioned in the through-hole on an axially opposite side to the plunger with respect to the intake valve member. A plug is screw fastened into an inner wall of the through-hole on another axial end thereof so as to urge both of the discharge valve member and the intake valve member against the step so that the intake valve member and the discharge valve member are rigidly fixed in the through-hole.