Provided are a phase shift mask blank that is improved in the irradiation durability of a light-semitransmissive film (phase shift film), made of a material containing mainly a transition metal, silicon, and nitrogen, to exposure light having a wavelength of 200 nm or less and thus can improve the mask lifetime, a method of manufacturing such a phase shift mask blank, and a phase shift mask. The phase shift mask blank is used for manufacturing a phase shift mask adapted to be applied with ArF excimer laser exposure light. The phase shift mask blank has a light-semitransmissive film on a transparent substrate. The light-semitransmissive film is an incomplete nitride film containing mainly a transition metal, silicon, and nitrogen. The content ratio of the transition metal to the transition metal and the silicon in the light-semitransmissive film is less than 9%.