In a rotary machine, a method of assembling a rotary machine, and a method of performing maintenance of a rotary machine, a combustor casing as an outer casing configured from upper and lower casings defining a half split shape, an intermediate shaft cover as an inner casing configured from upper and lower casings defining a half split shape and supporting a combustor in the combustor casing, and a pressing support mechanism configured to press and support a portion to be fit of the combustor casing and a fitting portion of the intermediate shaft cover in an axial direction of a rotor are included.