A groove (6) is provided a surface on a cavity portion (2) side of a sole portion (4) in a head portion (1) of an iron golf club, and a thickness of a ball hitting portion in a face portion is made larger than a thickness of a top edge side portion (12) of the face portion and at least as large as a thickness of a sole side portion (13) of the face portion. In a golf club set according to the present invention, the groove (6) has the greatest depth in a long iron golf club, while the groove (6) has the smallest depth in a short iron golf club or no groove is provided in the short iron golf club.