Provided are a method of forming a through hole, which can inhibit misalignment between central axes of holes in both surfaces of a substrate, which is free from metal contamination, and which inhibits notching so as to improve the dimensional accuracy, the method including: preparing a silicon substrate; preparing a supporting substrate for supporting the silicon substrate; fixing the silicon substrate and the supporting substrate to form a composite substrate; and carrying out dry etching to the composite substrate from a silicon substrate side of the composite substrate toward a supporting substrate side of the composite substrate to form a through hole in the silicon substrate, in which the supporting substrate in the preparing a supporting substrate has a hole formed at a region corresponding to a region of the through hole to be formed in the silicon substrate, on a surface of the supporting substrate facing the silicon substrate.