To provide a high pressure supply pump to prevent leakage of fuel through a solenoid valve mounting spot through simple structure and facilitate working.

A solenoid valve 20 is fitted in a vertically down state in a containing hole 11c, formed in a cylinder 11, through insertion. A retaining nut 30 presses the solenoid valve 20 against the cylinder 11 while locking the flange part 11d of the solenoid valve 20 in a way that a female screw part 30a is screw-coupled to a male screw part 11d formed on the outer wall part of the cylinder 11. The position of the solenoid valve 20 in a containing hole 11c is regulated such that the coefficient of compression of an O-ring 22 is also approximately uniformalized in the peripheral direction of the O-ring 22 through the elastic force of the O-ring 22 during fastening of the retaining nut 30, whereby a gap between the solenoid valve 20 and the cylinder 11 is sealed in an excellent state.