A hydraulic shock absorber improves operability of a piston rod by providing an initial set load to the shock-absorbing rubber of a vehicle, and improves ride quality of the vehicle. The hydraulic shock absorber includes a cylinder, a first support member, a cover member, a main piston rod extending through the first support member, a sub piston rod, and a piston between the two piston rods. The hydraulic shock absorber further includes a free piston slidably fitted in the cylinder so that a pipe extends through the free piston. A first oil chamber and a second oil chamber on the two sides of the piston communicate with each other via a valve. A second support member partitions a second oil chamber and a third oil chamber, and the free piston partitions the third oil chamber and a gas chamber.