To accurately and securely perform relative positioning between the leading end of a continuous billet and the yoke of a welder so as to weld the leading end of the billet coming out of a heating furnace to the trailing end of the continuous billet rolled.

In this method to roll a continuous billet supplied from a billet heating furnace 10 arranged at the upstream of a roll row, the leading end of each billet coming out of the furnace 10 along a billet retreat axial lint 12 from the furnace while the billets are moving is welded to the trailing end of the continuous billet rolled along a rolling axial line 13. This welding work is done along the rolling axial line 13 shifted from the billet retreat axial line 12 from the furnace.