A method of manufacturing a winding includes steps of twisting U-shaped conductor segments, inserting straight portions of the twisted conductor segments in slots of a stator core, bending ends of the straight portions in a circumferential direction of the stator core and joining the ends. The method further includes a step of pressing turn portions of the U-shaped conductor segments by a turn portion twisting apparatus such that widths of the turn portions reduce in radial directions. The pressing step is performed simultaneously with the twisting step. Alternatively, the pressing step is performed after the twisting step.