A rolling bearing, a rolling device, and a method of manufacturing the rolling device are provided, by which a long life can readily be implemented by suppressing surface damage even on the use condition that the oil film formation performance of a rolling part is poor. A rolling device includes: a first rolling component made of SUJ2; and a second rolling component made of SUJ2 and configured to contact the first rolling component. A surface of a rolling part of the first rolling component is greater in arithmetic mean roughness than a surface of a rolling part of the second rolling component. The arithmetic mean roughness of the surface of the rolling part of the second rolling component is 0.07 μm or more and 0.20 μm or less.