The invention relates to a near-net-shaped manufacturing method of a difficult-to-machine material. The method comprises the following steps of: continuous casting, cooling, conveying, rolling and packaging. According to the invention, the continuous casting, the hot rolling, heat treatment and the cold rolling and other processes are integrated, continuous casting and rolling of a thin strip are performed by a reversible rolling machine set with hot, warm and cold three-rolling modes under the protection of gas, in this way, the surface of the strip is prevented from being oxidized in the production process, the one-step forming from molten steel to a cold rolled product is realized, the production process is greatly simplified, the important processes such as hot continuous rolling, acid-washing process and the like are omitted, and thus, the technical layout from smelting to cold rolling the finished product is shortened from thousands of meters to hundreds of meters, and the production cycle is shortened from at least three days to less than three hours, the weight of an apparatus is reduced by more than 90%, and thus, a novel way is provided for the new metal material development. The method further has the advantages of increasing the yield and reducing the environment pollution.