A connection rod (1) for rock drilling includes a first rod part (2) whidh has an external thread (4) provided at one end thereof, wherein the end of the rod opposite to the one end includes an end portion (6) which carries an internal thread (5), wherein the end portion (6) is joind to the first rod part (2) by friction welding and wherein the end portion (6) has been heat treated prior to being joined to the first rod part (2). The invention also relates to a method of producing such a connection rod.