A method of joining using a supporting electrode 4 having a cooling circuit and a pressure electrode 8 movably arranged above the supporting electrode, using a steel material causing martensitic transformation for one of or both of a first member 20 having an opening portion and a second member 24, engaging the second member with the opening portion of the first member, starting conduction from a power supply to the supporting electrode and the pressure electrode, allowing an insertion portion of the second member to enter the opening portion of the first member by a pressure force of the pressure electrode, causing the second member and an inner wall portion of the opening portion to be subjected to solid-phase diffusion joining, rapidly cooling the both members by thermal conduction of the supporting electrode after the joining, and quenching a joined portion and generating compressive residual stress by the rapid cooling.