A kneading screw in which such a phenomenon that an uneven load is applied to the shaft of the kneading screw can be reduced without a reduction in mixing performance, a biaxial extruder having that kneading screw, and a method for assembling that kneading screw are provided. In the kneading screw, each kneading rotor segment has at least one of spiral kneading blade and a kneading blade extending in parallel with the axial direction, wherein kneading rotor segments adjoining in the axial direction of the kneading screw are arranged such that the phases at the top of the kneading blade are deviated from each other at respective ends adjoining to each other, and they are assembled in the kneading screw in such an arrangement that the phase deviation at the top of the kneading blade is larger at the central positions in the axial direction of adjoining kneading rotor segments than when the rotor segments are arranged to have the same phase.