A workpiece holding jig including a base member conveyed by a linear guide and at least one pair of holding pieces arranged on the base member in the direction crossing the conveying direction of the linear guide. Each of the at least one pair of holding pieces includes a workpiece holding portion that fits or contacts with the outer peripheral surface of a workpiece located between the at least one pair of holding pieces to prevent the workpiece from slanting or becoming misaligned during the conveyance. At least one of holding pieces in the at least one pair of holding pieces is movable in the direction away from the other.