Disclosed is a method of manufacturing a rotor shaft including a rotor and a shaft having a groove formed on a periphery to open radially outwardly, the rotor being fixed to the shaft through a caulking plate disposed on the periphery of the shaft and adjacent the rotor in an axial direction thereof. This method comprises the step of caulking the caulking plate to fix the rotor to the shaft by applying a load to an end portion of the caulking plate from outside in a radial direction, opposite the groove, when the caulking plate is disposed in the predetermined place, causing a part of the caulking plate to be press-fitted into the groove. This caulking and fixing step includes pressing a punch against the caulking plate from outside in a radial direction of the shaft, thereby fixing the rotor to the shaft.