A ball screw nut with a ball rolling groove where balls roll on the inner circumferential surface of the ball screw nut with the ball rolling groove formed by a surface generated by a tapping tool. A method of manufacturing a ball screw nut with a ball rolling groove where balls roll on the inner circumferential surface of the ball screw nut with a step of forming a predetermined inner circumferential surface at the center of a blank by a drilling tool. A step of generating the ball rolling groove by introducing a tapping tool into the inner circumferential surface. A step of heat treating to harden the surface of the ball rolling groove.