Provided are a method of manufacturing a support frame for a pellicle, capable of forming a sufficiently blackened anodic oxide film through anodic oxidation treatment and providing a support frame for a pellicle industrially inexpensively with ease, a support frame for a pellicle obtained by the method, and a pellicle. Specifically, provided are a method of manufacturing a support frame for a pellicle to be used as a pellicle including an optical thin film, the method including: annealing an aluminum material formed of an Al—Zn—Mg based aluminum alloy; and subjecting the aluminum material to anodic oxidation treatment in an alkaline solution to form an anodic oxide film having a lightness index L* value of 40 or less, a support frame for a pellicle obtained by the method, and a pellicle including the support frame for a pellicle and an optical thin film.