To improve the setting accuracy by suppressing the positional deviation or inclination of a blade.

In this blade holding device, a dicing blade 10 provided with a thin blade grinding wheel 3 on an aluminum base 11 is pressed against a reference surface 4b of a mount 4 by a press nut 12, and fixed thereto. A lubricating layer 17 which is formed of a Teflon (R) resin film, softer than a metal, and 0.2 μm or under in coefficient of friction is provided on a contact surface 12a with the base 11 of the press nut 12. A screw shaft 4a to be screwed in the press nut 12 through the base 11, and the reference surface 4b therearound are provided on the mount 4. The surface roughness R2 of a rough surface area 16 of a pressing surface 11a of the base 11 abutting on the reference surface 4b is set to satisfy the relation 2 μm≤R2≤10 μm. The press nut 12 is screwed in the screw shaft 4a, and pressed against the reference surface 4b of the mount 4 to hold the blade without less rotating the base 11.