End concavity controlled effectively is one of important factors to achieve no material loss end of workpiece in cross wedge rolling (CWR). In the paper, nonlinear finite element modeling(FEM) for the process of CWR is presented with the aid of DEFORM software. The production mechanism of concavity on the end of rolled-piece is analyzed by displacement method, grid method and axial strain method. The reason of concavity is obtained that the surface metal flows faster than the center and the metal deformation in axle is uneven. The study is significant to avoid end concavity and realize no material loss end for rolled-piece.