A wafer has on one side a device area with a plurality of devices, partitioned by a plurality of division lines, and a peripheral marginal area formed around the device area. The device area is formed with a plurality of protrusions protruding from a plane surface of the wafer. The wafer is processed by providing a protective film, having a cushioning layer applied to a front surface thereof, attaching a front surface of the protective film, for covering the devices, wherein the protective film is adhered to at least the peripheral marginal area with an adhesive, and attaching a back surface of the protective film opposite to the front surface thereof to the cushioning layer. The protrusions are embedded in the cushioning. The side of the wafer opposite to the one side is ground for adjusting the wafer thickness.