A fluid rotary machine with a decreased footprint and a reduction in the number of parts. The fluid rotary machine has four heads wherein double-headed pistons are disposed inside cylinders in a crisscross arrangement. The rotational balance between rotational parts including the double-headed pistons is achieved only by first and second balance weights which are inserted and incorporated into both ends of a crank shaft coupled eccentrically to a shaft. The shaft is rotated for the double-headed pistons to linearly reciprocate in the cylinders. The fluid rotary machine has rotary valves for switching between the suction and discharge operations of the fluid for each cylinder chamber. The rotary valves are incorporated into a case to be coaxial and integrally rotatable with the shaft.