The invention provides a method of assembling tapered roller bearing, and jig for use in the method. A cage assembly is moved in the axial direction to approach an inner ring from a small rib portionside. An inner ring assembly is constituted by causing tapered rollers of the cage assembly to climb over a small rib portion to be fitted on an inner raceway surface, and then is assembled to an outer ring. In this method, a jig is provided adjacent to the small rib portion. The jig includes recessed grooves that are formed in the outer peripheral portion of the jig and that enable contact of therespective tapered rollers. Each recessed groove has a recessed arcuate shape in cross section. The tapered rollers of the cage assembly are caused to slide radially outward along the recessed grooves, so that the diameter of cage is increased. Accordingly, the tapered rollers climb over the small rib portion to be fitted on the inner raceway surface.