A method of manufacturing an Nb.sub.3 Al superconducting wire includes a step of forming a wire by a jelly-roll process, a first thermal step of heating the obtained wire at a temperature of 500.degree. to 700.degree. C. for at least 10 hours for diffusing Al in Nb while suppressing formation of Nb.sub.3 Al, and a second thermal step of heating the wire, after the first thermal step, at a temperature of 800.degree. to 1050.degree. C. for about 0.01 to 10 hours, thereby forming Nb.sub.3 Al. In the jelly-roll process, a sheet of Nb and a sheet of Al are lap-wound on a copper core. The material obtained by such lap winding is inserted in a copper pipe, and then subjected to drawing. The drawn wire is cut to obtain a plurality of segments. The plurality of segments are bundled and charged in a copper pipe, and then subjected to drawing. The resulting drawn wire is subjected to the first and second thermal steps. In this manner a superconducting material having a high critical current density under a high magnetic field is obtained.