PURPOSE: To obtain a roll which is large in its surface hardness and hardening depth, by making a work roll having a negative temperature gradient extending from its inside surface toward the outside surface, when converting residual austenite to martensite after quenching.

CONSTITUTION: The whole roll for cold rolling is heated and quenched, and after that, for instance, the surface and the inside hole surface are set to -100°C and 0°C, respectively, and the roll is made to have a negative temperature gradient extending from its inside hole surface toward the outside surface. Subsequently, after quenching, residual austenite is converted to martensite. In this way, decomposition of the residual austenite is quickened without tempering after quenching, and a roll which is large in its surface hardness and hardening depth is obtained.