To provide a thread rolling cylindrical die and its manufacture that can simplify the manufacturing process.

The outer and inner members of a thread rolling cylindrical die are manufactured by separate processes 21-23, 31-33, fit with each other by a hydraulic press in a fitting process 51, and transferred to a heat treatment process 52. In the heat treatment process 52, both members are integrated, quenched at about 1,050°C first, and then tempered at about 500°C. This heat treatment process 52 expands the inner member, making both members adhered to each other. After this process 52, the integrated members are ground or cut for finishing by a finishing process 53, so that a thread rolling die is completed. Thus, one thread rolling cylindrical die is manufactured by fitting separately produced outer and inner members with each other and fixing them; therefore, multiple kinds of thread rolling cylindrical dies can be produced by reducing the number of members to use. In other words, their manufacturing process can be simplified.