In the state where plural sheets of link plates which are single parts are laminated, tension for widening a distance between through-holes is loaded by a pair of pins which are inserted through the through-holes of the link plates so as to load pretension serving as a predetermined compressive residual stress on the link plates. Subsequently, the pair of pins are extracted from the link plates. Consequently, connection members are inserted through the corresponding through-holes of the plurality of link plates so as to assemble a chain with an endless shape.