There is provided a groove machining method by means of water jet which machines grooves by means of a water jet device including injection nozzles for injecting a water jet on a face to be machined of a member to be machined, including a step of disposing protection members which are more resistive against an injection power of the water jet than the member to be machined so as to cover a portion which is a part of the face to be machined, and on which grooves are not to be formed in order to form ends of the machined grooves in a travel direction of the injection nozzles inside an outline of the face to be machined, and a step of moving the nozzles across the protection members and the face to be machined while injecting the water jet at a predetermined injection power from the injection nozzles.