A method of manufacturing a roll bearing unit comprising a hub main body having an inner wheel trajectory close to one side of the axial direction and formed on an outer circumferential surface of an intermediate section of the hub main body in an axial direction, and an inner wheel having an inner wheel trajectory on an outer circumferential surface of the inner wheel at the other side of the axial direction and that is fitted onto a portion of the hub main body close to the other end in the axial direction, the method of manufacturing the roll bearing unit comprising: forming a hub-side face spline on the other end surface of a caulking section in the axial direction by performing rotary forging that rotates a roll about a central axis (α) of the hub main body in a state in which a processing surface of the roll inclined with respect to the central axis (α) of the hub main body and rotatably supported about the central axis (β) thereof is pressed against the other end surface of the caulking section in the axial direction, in order to make a roll bearing unit having the hub-side face spline serving as a concavo-convex section in a circumferential direction on the other end surface of the caulking section in the axial direction by pressing the other end surface of the inner wheel in the axial direction and fixing the inner wheel to the hub main body by using the caulking section formed by plastically deforming a cylindrical portion formed on the other end portion of the hub main body in the axial direction outward in a radial direction, the method being characterized in that, during the rotary forging, the hub-side face spline is formed on the other end surface of the caulking section in the axial direction in a state in which a motion of the roll around the central axis (β) of the roll is restricted against movement of the roll around the central axis (α) of the hub main body, by surrounding the other end surface of the caulking section in the axial direction with guide teeth serving as a concavo-convex section in the circumferential direction and by meshing the guide teeth and some of teeth formed on the processing surface of the roll. forming a hub-side face spline on the other end surface of a caulking section in the axial direction by performing rotary forging that rotates a roll about a central axis (α) of the hub main body in a state in which a processing surface of the roll inclined with respect to the central axis (α) of the hub main body and rotatably supported about the central axis (β) thereof is pressed against the other end surface of the caulking section in the axial direction, in order to make a roll bearing unit having the hub-side face spline serving as a concavo-convex section in a circumferential direction on the other end surface of the caulking section in the axial direction by pressing the other end surface of the inner wheel in the axial direction and fixing the inner wheel to the hub main body by using the caulking section formed by plastically deforming a cylindrical portion formed on the other end portion of the hub main body in the axial direction outward in a radial direction, the method being characterized in that, during the rotary forging, the hub-side face spline is formed on the other end surface of the caulking section in the axial direction in a state in which a motion of the roll around the central axis (β) of the roll is restricted against movement of the roll around the central axis (α) of the hub main body, by surrounding the other end surface of the caulking section in the axial direction with guide teeth serving as a concavo-convex section in the circumferential direction and by meshing the guide teeth and some of teeth formed on the processing surface of the roll.