A vane ring assembly capable of preventing vibration of a vane, and wear damage caused thereby, by fixing the vane to a ring through a strong contact therebetween. The vane ring assembly includes a retaining ring having an inner peripheral surface in which a dovetail groove is formed; a vane including a dovetail inserted into the dovetail groove and an airfoil protruding from the dovetail in a radial direction of the retaining ring; and a locking key disposed between the dovetail and the dovetail groove and configured to press the dovetail into the dovetail groove. A method of assembling the vane ring assembly includes steps of inserting the dovetail into the dovetail groove; and forcibly pushing the locking key between the dovetail groove and the bottom surface of the dovetail.