The invention relates to a Pelton turbine that comprises a plurality of sub-assemblies arranged about the rotation axis of the wheel and each including a bucket (111) and an anchoring leg (112). At least one blocking pin (13) is provided in a direction (X13) parallel to the rotation axis (X1) of the wheel between two adjacent anchoring legs (112, 112′), wherein said pin is inserted into two housings (1126, 1127) respectively formed in the two anchoring legs (112, 112′). According to the method of the invention, the blocking pin (13) is placed by inserting the same into the two housings (1126, 1127) of two adjacent anchoring legs (112, 112′). The pins are placed into the housings with a clearance, thereby allowing the relative sliding of the anchoring legs (112, 112′) before blocking them with the pins (13).