A method of manufacturing a centrifugal rotary machine, wherein the centrifugal rotary machine includes a rotation shaft rotatable around an axis, a plurality of impellers fixed to the rotation shaft, a casing provided with a diffuser flow path covering the impeller from an outside and extending from an outer peripheral side of the impeller outward in a radial direction, a return bend portion turning from an outer radial end portion of the diffuser flow path inward in the radial direction, and a guide flow path extending from the return bend portion inward in the radial direction, and a plurality of return vanes provided on the guide flow path at intervals in a rotation direction of the rotation shaft, the method comprising: a fixing step of fixing a return vane body onto the guide flow path, wherein the return vane body includes a positive pressure surface recessed forward in the rotation direction, a negative pressure surface protruding forward in the rotation direction and a virtual airfoil curved forward in the rotation direction as it goes inward in the radial direction and formed by a virtual positive pressure surface formed by the positive pressure surface extending inward in the radial direction at a uniform curvature and a virtual negative pressure surface formed by the negative pressure surface extending inward in the radial direction at a uniform curvature and wherein the virtual airfoil extends to an intersection point between an inner radial end portion of the virtual positive pressure surface and an inner radial end portion of the virtual negative pressure surface; and a cutting step of, performed after the fixing step, cutting a portion including an inner radial end portion of the virtual airfoil from the positive pressure surface to the negative pressure surface so as to form a cut surface, wherein in the cutting step, the cut surface is formed such that an exit angle (α) of the return vane is larger than an exit angle of the virtual airfoil, wherein the exit angle of the return vane is an acute angle formed by a center line of the return vane with respect to a reference line passing through a trailing edge of the cut surface of the return vane and the axis when viewed from a direction of the axis, the center line having a same distance from the positive pressure surface and the negative pressure surface of the return vane when viewed from the direction of the axis, and the exit angle of the virtual airfoil is an acute angle formed by a center line of the virtual airfoil with respect to a reference line passing through the intersection point between the inner radial end portion of the virtual positive pressure surface and the inner radial end portion of the virtual negative pressure surface of the virtual airfoil and the axis when viewed from the direction of the axis, the center line having a same distance from the virtual positive pressure surface and the virtual negative pressure surface of the virtual airfoil when viewed from the direction of the axis. a fixing step of fixing a return vane body onto the guide flow path, wherein the return vane body includes a positive pressure surface recessed forward in the rotation direction, a negative pressure surface protruding forward in the rotation direction and a virtual airfoil curved forward in the rotation direction as it goes inward in the radial direction and formed by a virtual positive pressure surface formed by the positive pressure surface extending inward in the radial direction at a uniform curvature and a virtual negative pressure surface formed by the negative pressure surface extending inward in the radial direction at a uniform curvature and wherein the virtual airfoil extends to an intersection point between an inner radial end portion of the virtual positive pressure surface and an inner radial end portion of the virtual negative pressure surface; and a cutting step of, performed after the fixing step, cutting a portion including an inner radial end portion of the virtual airfoil from the positive pressure surface to the negative pressure surface so as to form a cut surface, wherein in the cutting step, the cut surface is formed such that an exit angle (α) of the return vane is larger than an exit angle of the virtual airfoil, wherein the exit angle of the return vane is an acute angle formed by a center line of the return vane with respect to a reference line passing through a trailing edge of the cut surface of the return vane and the axis when viewed from a direction of the axis, the center line having a same distance from the positive pressure surface and the negative pressure surface of the return vane when viewed from the direction of the axis, and the exit angle of the virtual airfoil is an acute angle formed by a center line of the virtual airfoil with respect to a reference line passing through the intersection point between the inner radial end portion of the virtual positive pressure surface and the inner radial end portion of the virtual negative pressure surface of the virtual airfoil and the axis when viewed from the direction of the axis, the center line having a same distance from the virtual positive pressure surface and the virtual negative pressure surface of the virtual airfoil when viewed from the direction of the axis.