The present invention provides a method of producing a structure, which is capable of easily obtaining a structure of the nanometer scale by using an anodic oxidation method. A method of producing a structure with a hole includes: forming first projected structures regularly arranged on a substrate; forming a first anodic oxidating layer on the substrate having the first projected structures, thereby forming first recessed structures at center portions of cells formed by the projected structures on the anodic oxidating layer; removing the first projected structures to form holes; and subjecting the first anodic oxidating layer to anodic oxidation to form holes at positions of the first recessed structures.