A yarn winding device, comprising: a rotation support section to which a winding member is attached; a yarn guide section configured to guide the yarn to the winding member, the yarn guide section having a traverse drum; characterized in that a first lever member and a second lever member provided in different positions in an rotational axis direction of the traverse drum, the first lever and the second lever being configured to move between a non-restriction position at which the first lever member and the second lever member do not restrict a movable position of the yarn in a rotational axis direction of the traverse drum to guide the yarn to the traverse drum, and a restriction position at which the first lever member and the second lever member restrict the movable position of the yarn in the rotational axis direction of the traverse drum to supply the yarn to the traverse drum with a traverse width narrower than in a case of the non-restriction, thereby guiding the yarn to different traverse grooves of the traverse drum between the restriction position and the non-restriction position, such that the yarn winding device is adapted to perform a step forming winding by repeating yarn winding operations with different widths, if the first lever member and the second lever member are positioned at the non-restriction positions, a yarn winding with a first width is performed, if the first lever member is positioned at the restriction position and the second lever member is positioned at the non-restriction position, a yarn winding with a second width narrower than the first width is performed, and if the second lever member is positioned at the restriction position, a yarn winding is performed with a third width narrower than the second width, thereby performing a step forming winding with two or more level differences. a rotation support section to which a winding member is attached; a yarn guide section configured to guide the yarn to the winding member, the yarn guide section having a traverse drum; characterized in that a first lever member and a second lever member provided in different positions in an rotational axis direction of the traverse drum, the first lever and the second lever being configured to move between a non-restriction position at which the first lever member and the second lever member do not restrict a movable position of the yarn in a rotational axis direction of the traverse drum to guide the yarn to the traverse drum, and a restriction position at which the first lever member and the second lever member restrict the movable position of the yarn in the rotational axis direction of the traverse drum to supply the yarn to the traverse drum with a traverse width narrower than in a case of the non-restriction, thereby guiding the yarn to different traverse grooves of the traverse drum between the restriction position and the non-restriction position, such that the yarn winding device is adapted to perform a step forming winding by repeating yarn winding operations with different widths, if the first lever member and the second lever member are positioned at the non-restriction positions, a yarn winding with a first width is performed, if the first lever member is positioned at the restriction position and the second lever member is positioned at the non-restriction position, a yarn winding with a second width narrower than the first width is performed, and if the second lever member is positioned at the restriction position, a yarn winding is performed with a third width narrower than the second width, thereby performing a step forming winding with two or more level differences.