In a winding method of a sheet member for winding a sheet member having an inclined side portion 7a inclined with respect to a longitudinal direction at least on one side in the longitudinal direction around a winding cylinder 50 in more than one turn from a tip end of the inclined side portion 7a as a winding start tip, winding of the sheet member is started in a small-diameter portion 51a of the winding cylinder 50 to which a radial difference is given by providing a step 54 to make a diameter smaller on one side in an axial direction and larger on the other side in the axial direction.