A method for processing a thin cylindrical work includes holding the work using a holding jig. The jig includes a cylindrical holding member which holds the work from an inner peripheral side and a diameter changing unit which changes a diameter of the holding member. The metal holding member has an elastically expandable or contractible diameter. The outside diameter of the holding member is held smaller than an inside diameter of the work when inserted into an inner periphery of the work and is expanded after insertion. The diameter changing unit applies at least one of an axial external force in a compressing direction or an axial external force in a tensile direction to both ends of the holding member to change the diameter of the holding member.