A traffic cone counterweight structure, the base of the cone is preformed with a large-diameter opening at the center having a convex ring member of proper width at its mid-section along the inner edge. A plurality of dovetail through holes are annularly configured along the circumference of the opening of base at where it adjoins the convex ring member. The preformed base is placed in an existing mold for making an integrally-formed traffic cone for injection molding of cone body. The better fluidity material that is used for the cone body flows through the preformed dovetail through holes on the base to wrap around the convex ring member to conjoin the base and the cone body.