A forming die for forming a head on a rope includes a first die block provided with a first die cavity which is provided with at least one first clamping rib, and a second die block provided with a second die cavity which is provided with at least one second clamping rib. Thus, the second clamping rib of the second die block is movable to abut the respective first clamping rib of the first die block to form an annular clamping rib which presses the head of the rope to form an annular clamping groove in a peripheral wall of the head so that the head is fixed on the rope closely by compression of the annular clamping groove to prevent the head from being detached from the rope due to a larger pulling force.