To provide a method of adjusting the thickness of a sidewall for easy cooling a nozzle band.

A nozzle segment 10 of a gas turbine has an inside band and an outside band 12 and 14, and a blade 16 extended between them. Each band has a side wall 40, a cover 20 and an impingement plate 26 positioned between the cover and a nozzle wall 18 to form two cavities 24 and 26 in both sides thereof. The cooling steam is supplied to one cavity 24, and flows through an opening 30 of an impingement plate 22 to cool the nozzle wall 18. A sidewall of the band has an inside-facing flange 42 for forming an undercut area 44 with the nozzle wall 18. Before welding the cover to the sidewall, a step part 60 is set on an outside surface of the side wall. A heat insulating film 64 is provided in the step part, and after the cover is welded to the sidewall, the sidewall is mechanically worked to the adjusted thickness in the final process by eliminating the whole, a part of or none of the coating.