In a method of working a film cooling hole which communicates with an internal cooling passage of a turbine blade from an outer surface, in the turbine blade which has a heat shield coating and the internal cooling passage, there is employed a method of working a cooling hole of a turbine including a step of executing a bond coat on a blade base material a step of piercing a cooling hole in accordance with an electric discharge machining, a step of executing a top coat, and a step of removing the top coat in accordance with a mechanical method with respect to a band-like region including a row of cooling holes, by using an abrasive blasting, a water jet method or the like. Accordingly, an occlusion of the cooling hole, and a damage of the TBC due to the piercing are hardly generated.