The combination of a bolt and nut is the element most widely used for connecting machines and structures. When a load is repetitively applied in the direction right angle to the bolt axis after the bolt and nut is fastened, the nut gradually becomes loose. To solve this problem, in this study, a new type of the loose-proof nut, called a lock nut, is developed. The lock nut is equipped with a spring, and the spring increases the axial force of the bolt. Then, the connection force between the bolt and nut is also augmented. Three dimensional finite element models for the bolt and spring are generated, and the change of the axial force of the bolt while the bolt is being inserted into the spring is analyzed using MSC/Marc, a commercial finite element program. Finally, the optimum shape of the spring is found according to the response surface analysis methodology. The optimization result is verified by comparing the variation of the axial force of the bolt when the bolt is inserted to the initial and optimized spring.