A method of manufacturing an insert nut having a diamond lattice structure comprises cutting and forging a metal rod and thus preparing a forged article having a flange and a nut body; pressing-in the forged article between a first thread rolling die formed with a first annular die protrusion and a left diagonal die protrusion for forming a left diagonal line of a diamond lattice and a second thread rolling die formed with a second annular die protrusion and a right diagonal die protrusion for forming a right diagonal line of the diamond lattice; and pressing the forged article with the thread rolling dies, and then moving up and down each of the thread rolling dies so that a plurality of diamond lattices and an annular protrusion are arranged on the external circumferential surface of the nut body.