A method including the steps of: applying an adhesive on an elastic member extending in a carrying direction; sandwiching the elastic member between two sheets of continuous non-woven fabric having a pair of side edge portions extending in the carrying direction, and bonding together the two sheets of continuous non-woven fabric along parts of a middle portion between the pair of side edge portions via the adhesive applied on the elastic member so that the two sheets of continuous non-woven fabric are laid on each other, thereby producing a continuous member; and thermally welding together the two sheets of continuous non-woven fabric along the pair of side edge portions, which are closer to edges of the continuous member than the middle portion bonded by the adhesive.