A bonding structure between a nozzle body of a continuous casting nozzle and a refractory sleeve inserted into the nozzle body, wherein the refractory sleeve contains 20 mass % or more of CaO. An adhesive including a mixture of a refractory aggregate and a binder is applied to a joint zone defined in either one of at least a portion of the outer peripheral surface of the refractory sleeve and at least a portion of the inner surface of the hollowed nozzle to which the refractory sleeve is attached, or between the inner surface of the nozzle body and the outer peripheral surface of the refractory sleeve inserted into the nozzle body. The adhesive is adjusted to have a porosity in the range of 15 to 90% after dried in the joint zone. The bonding structure has a function of relaxing a thermal stress due to exponential expansion of the refractory sleeve caused by molten steel flowing into an inner hole of the nozzle during use, so as to prevent the detachment of the refractory sleeve and adverse affects on the nozzle body due to thermal expansion of the refractory sleeve.