To provide a piece type ball screw and a method for manufacturing the piece type ball screw and nut, securing fixing force of a caulking part without impairing ductility on caulking, and retaining an abrasion resistance of a circulation passage.

The piece type ball screw is provided with: the nut 3 in which a spiral screw groove is formed on the inner peripheral surface; and a metal piece member 5 which is suitable for a piece window 6 bored in a barrel part of the nut 3 and is provided with a connection groove for making a rolling passage a circulating passage. The caulking part 14 is provided in the nut outer diameter side end of the piece member 5 so as to engage with the opening edge of the piece window 6. After the piece member 5 is built in the piece window 6 of the nut 3, and the caulking part 14 is caulked, the piece member 5 and the nut 3 are subjected to quenching at the same time.