A device is provided for assembling a tapered roller bearing, which allows even a tapered roller having a large taper angle to be easily assembled to a pocket of a cage. The tapered roller (35) is inserted into the pocket (33) with the larger-diameter side of the tapered roller (35) in the lead from the inner side of the cage (30) and moreover from the smaller-diameter annular portion side of the cage (30), by which the tapered rollers (35) are assembled to the cage (30).