A method for manufacturing a rolling bearing unit is provided to periodically reciprocate a stage (38) in a vertical direction by rotating and driving a servo motor (44) while rotating a roll about a central axis of a hub main body using a roll driving motor (43) in a state in which a processing surface of the roll is pressed against other end surface of a caulking section in an axial direction. A period of the reciprocation is restricted by a relation between a rotation position of the roll about the central axis of the hub main body and an engaged state between concave sections, which are sections between a plurality of processed teeth formed in the processing surface of the roll, and a face spline tooth formed by the concave section.