A paper web is continuously reeled into reels around rotating reeling cores. Before a change of reel a new empty reeling core (5) is brought to the change station into change connection with the paper web (W) going to the old reel (R), and when the old reel (R) is full, the web is changed in a change event to travel to the periphery of the new reeling core (5) and a primary reeling is started where the web is guided to form a rell around the reeling core (5) through a reeling nip (N1) between the loop of an endless supporting member (1) and the reeling core. From the primary reeling a change is made to secondary reeling, where a portion of the supporting member (1) carrying the web brings the web to the reel, and the web moves over to the reel in a reeling nip (N) between said portion and the outer periphery of the reel. During the secondary reeling at least in some stage the reeling core (5) is transferred in relation to the loop of the supporting member (1) according to the increase of the diameter of the reel (R) in such a manner that the position of said reeling nip (N) moves forward on the web-carrying portion of the endless supporting member (1) in the travel direction of said portion. A first guide roll (2) of the web-carrying portion of the loop of the endless supporting member (1) is transferred in the direction of the periphery of the reeling core (5) so that the distance of the reeling nip (N1) located between the reeling core (5) and the loop of the supporting member (1) from the first guide roll (2) changes in the primary reeling.