A rolling machine has a rolling die 4 that forms a male screw by pressing a steering shaft 14 which is an object to be rolled and plastically deforming an outer peripheral surface of the steering shaft 14 while rotating in contact with the outer peripheral surface of the steering shaft 14, a main spindle 3 inserted into a penetration hole 10 of the rolling die 4 and transmitting a rotation force to the rolling die 4, a key groove and a key which restrict a relative rotation between the rolling die 4 and the main spindle 3, a spiral oil groove 16 provided on an inner peripheral surface of the penetration hole 10 or an outer peripheral surface of the main spindle and extending from one end portion 10b side in an axial direction of the penetration hole in an inner axial direction of the penetration hole.