The present invention provides a method of manufacturing MEMS devices, comprising the steps of forming MEMS device bodies in a first substrate, defining concave portions around the MEMS device bodies over the first substrate, forming convex portions coincident with the concave portions in a second substrate, fitting the convex portions in the concave portions, respectively, to join the first substrate and the second substrate to each other, thereby forming a third substrate, sticking the third substrate to a UV sheet on the second substrate side, and dicing the third substrate to separate the MEMS device bodies from one another.