A windmill, characterized by connecting blade root parts to a hub in the radial direction of a windmill shaft by an undercut fitting structure which is suitable particularly for a small-sized windmill having FRblades. By this structure, the blades can be connected to the hub at the blade root parts without basically requiring a bolt fastening structure, a reduction in the weight of the blades can be achieved, and the strength, rigidity and installation accuracy of connection parts between the blades and the hub can be satisfactorily maintained.