A method for manufacturing a continuous fiber-reinforced thermoplastic resin pellet, comprising the steps of: drawing out a reinforcing fiber bundle of a large number of reinforcing filaments continuously from a roving package (1; 20; 61, 62); introducing the reinforcing fiber bundle thus drawn out from the roving package (1; 20; 61, 62) into an impregnation die continuously and impregnating the thus-introduced reinforcing fiber bundle with molten thermoplastic resin to produce a resin-impregnated reinforcing fiber bundle; twisting the resin-impregnated reinforcing fiber bundle that is passing continuously through the impregnation die by a twisting device (13A, 13B) disposed on a downstream side of the impregnation die to produce a continuous fiber-reinforced resin strand; and cutting the continuous fiber-reinforced resin strand to produce a pellet while withdrawing the continuous fiber-reinforced resin strand continuously, characterized in that said step of drawing out the reinforcing fiber bundle continuously from the roving package (1; 20; 61, 62) includes an operation of splicing the reinforcing fiber bundle fed from a roving package being exhausted and the reinforcing fiber bundle fed from a new roving package with each other, said reinforcing fiber bundle splicing operation being carried out in such a manner that, with respect to each of a terminal end portion of the reinforcing fiber bundle from the roving package being exhausted and a start end portion of the reinforcing fiber bundle from the new roving package, a part in a sectional direction orthogonal to the longitudinal direction of the reinforcing fiber bundle concerned is removed over a predetermined range in the longitudinal direction of the reinforcing fiber bundle to form a fiber quantity-halved end portion where the quantity of fibers in the section of the reinforcing fiber bundle is about half of the original fiber quantity, further, the reinforcing filaments in the fiber quantity-halved end portion of the roving package being exhausted and the reinforcing filaments in the fiber quantity-halved end portion of the new roving package are entangled with each other at one or more positions in their longitudinal direction by means of an air splicer, and in a fiber quantity unreduced end portion which is an upstream portion relative to the fiber quantity-halved end portion in the reinforcing fiber bundle of the new roving package and in which the part in the sectional direction remains unremoved, the reinforcing filaments are entangled with each other at one or more positions in their longitudinal direction by means of an air splicer. drawing out a reinforcing fiber bundle of a large number of reinforcing filaments continuously from a roving package (1; 20; 61, 62); introducing the reinforcing fiber bundle thus drawn out from the roving package (1; 20; 61, 62) into an impregnation die continuously and impregnating the thus-introduced reinforcing fiber bundle with molten thermoplastic resin to produce a resin-impregnated reinforcing fiber bundle; twisting the resin-impregnated reinforcing fiber bundle that is passing continuously through the impregnation die by a twisting device (13A, 13B) disposed on a downstream side of the impregnation die to produce a continuous fiber-reinforced resin strand; and cutting the continuous fiber-reinforced resin strand to produce a pellet while withdrawing the continuous fiber-reinforced resin strand continuously, characterized in that said step of drawing out the reinforcing fiber bundle continuously from the roving package (1; 20; 61, 62) includes an operation of splicing the reinforcing fiber bundle fed from a roving package being exhausted and the reinforcing fiber bundle fed from a new roving package with each other, said reinforcing fiber bundle splicing operation being carried out in such a manner that, with respect to each of a terminal end portion of the reinforcing fiber bundle from the roving package being exhausted and a start end portion of the reinforcing fiber bundle from the new roving package, a part in a sectional direction orthogonal to the longitudinal direction of the reinforcing fiber bundle concerned is removed over a predetermined range in the longitudinal direction of the reinforcing fiber bundle to form a fiber quantity-halved end portion where the quantity of fibers in the section of the reinforcing fiber bundle is about half of the original fiber quantity, further, the reinforcing filaments in the fiber quantity-halved end portion of the roving package being exhausted and the reinforcing filaments in the fiber quantity-halved end portion of the new roving package are entangled with each other at one or more positions in their longitudinal direction by means of an air splicer, and in a fiber quantity unreduced end portion which is an upstream portion relative to the fiber quantity-halved end portion in the reinforcing fiber bundle of the new roving package and in which the part in the sectional direction remains unremoved, the reinforcing filaments are entangled with each other at one or more positions in their longitudinal direction by means of an air splicer.