A method of designing a small-sized, self-shielding magnetic field gradient coil assembly that is for use in an NMR spectrometer, provides high approximation accuracy, is simple in structure, and has a large inside diameter. The gradient coil assembly consists of tightly wound inner and outer coils. The designing process starts with setting or resetting the number of the inner coils and the number of turns of each inner coil. Their positions are optimized such that the magnetic field gradient strength falls within a tolerable range under shielded condition. Then, the number of the outer coils and the number of turns of each outer coil are set. The Fourier components of a current distribution necessary for the outer coils are calculated.