A hay bale rolling apparatus adapted to be drawn along a swath or a windrow of hay behind a tractor to roll the windrow into a series of separate bales in contact with the ground. The apparatus is entirely hydraulically operated from a tractor hydraulic system and has a single two-position mechanical control valve to control a cycle of baling, bale release and return to baling. The valve may be actuated to release a bale manually by an operator on a tractor or automatically by a sensing means which directly senses the diameter of a bale; and is automatically returned from release position to baling position after a bale is released.