An object of the invention is to provide a method of manufacturing a rolling element string wherein a smaller rolling element string can be manufactured easily at low cost, and a rolling element string being superior in the tensile strength and the flexural strength even after downsizing can be manufactured. The present invention to achieve the object is a method of manufacturing a rolling element string having a number of rolling elements aligned and rollably retained at prescribed intervals, comprising a first step of forming a flat band shaped belt member with a synthetic resin, a second step of forming retaining holes aligned on said belt member in a row for receiving the rolling elements loosely, and a third step of aligning the rolling elements within said retaining holes and forming the spacer portions between the respective adjacent retaining holes by injection molding for retaining said rolling element with said rolling elements used as cores, so that said rolling elements are trapped within said retaining holes.