A method of manufacturing a pipe with different diameters along a longitudinal direction that has a small diameter portion, a large diameter portion, and a diameter-changing portion provided between the small diameter portion and the large diameter portion and is formed by press forming a blank made of a metal sheet includes press forming the blank with a U-shape forming die into a U-shaped formed part and press forming the U-shaped formed part with an O-shape forming die set into a circular cross-section formed part. A length of a vertical wall of the U-shape forming die is longer than a length of a vertical wall portion of the U-shaped formed part. In the O-shape forming die set, a die mating line is inclined downwardly, and a ratio t/D of a sheet thickness t of the blank to a diameter D, which represents a diameter of a portion of the O-shape forming die set corresponding to the small diameter portion and a diameter of a portion of the O-shape forming die set corresponding to the large diameter portion, is 0.010≦t/D≦0.080.