Disclosed is a method of manufacturing a rotor shaft including a rotor (12) and a shaft (11) having a groove (11b) formed on a periphery to open radially outwardly, the rotor (12) being fixed to the shaft (11) through a caulking plate (13) disposed on the periphery of the shaft (11) and adjacent the rotor (12) in an axial direction thereof. This method comprises the step of caulking the caulking plate (13) to fix the rotor (12) to the shaft (11) by applying a load to an end portion of the caulking plate (13) from outside in a radial direction, opposite the groove (11b), when the caulking plate (13) is disposed in the predetermined place, causing a part of the caulking plate (13) to be press-fitted into the groove (11b). This caulking and fixing step includes pressing a punch (14) against the caulking plate (13) from outside in a radial direction of the shaft (11), thereby fixing the rotor (12) to the shaft (11).