A wheel set includes a primary wheel and two secondary wheels. The secondary wheels are disposed at two sides of the primary wheel, respectively. The primary wheel is provided with non-circular engaging members at the two sides. Each secondary wheel is provided with a corresponding engaging member to be engaged with the primary wheel. Molds for the primary wheel and the secondary wheels can be separately developed so as to reduce the total production cost. When taking a turn, the primary wheel and the secondary wheels are operated together to achieve a smooth turn.