A machine tool having a low-cost pallet change function and a pallet changing method, in which a pallet is conveyed by utilizing a robot for handling a workpiece. Rollers are rotatably arranged on the pallet. The rollers are supported and rolled on rails that are arranged on a pallet changer base and a table of the machine tool. The pallet has a handle. The robot engages the handle by its hand and pulls or pushes the pallet, thereby moving the pallet between the base and the table. On the base, moreover, the robot mounts or dismounts the workpiece on or from the pallet. Since the movement of the pallet requires no substantial force, the robot for handling the workpiece can convey the pallet and change the pallet at low cost.