The object of the invention is to provide a fuel injection nozzle with which occurrence of cavitation erosion due to occurrence of separation of fuel flow near the needle valve and injection holes is suppressed and variation in fuel injection characteristic is reduced, a method of machining injection holes, and an apparatus therefore to attain the object. An insert tool shaped like the needle valve or an insert tool having a conical surface similar to the needle valve and a groove or grooves are on the conical surface to introduce abrasive fluid to the injection holes, is inserted in the central hollow of the nozzle body when performing abrasive fluid flowing processing to round entrance corners of the injection holes, and the processing of each of the injection holes is stopped when flow rate of abrasive fluid flowing out through relevant injection hole reaches a predetermined value.