Thread-guide device for winding machine comprising - a slider fitted with an eyelet suitable to engage a yarn of a package, - a transmission belt mechanically connected to a drive pulley and a return pulley so as to identify at least one mobile transmission branch with alternating rectilinear motion, - the slider being rigidly fixed to said mobile transmission branch with alternating rectilinear motion of the transmission belt, - wherein the drive pulley is operatively connected to a motor for the rotation of the drive pulley around an axial direction (X-X) in a first and in a second direction of rotation opposite to each other, so as to achieve the reciprocating rectilinear motion of the slider, in a transverse direction (Y-Y) perpendicular to said axial direction (X-X), wherein - the return pulley is rotatably supported by a support plate and fixed to this by locking means, wherein between the support plate and the return pulley are interposed elastic pre-load means that, in the unlocking configuration of the locking means, move the pulley away from the drive pulley, applying said pre-load to the transmission belt, characterized in that the return pulley is rotatably supported by a pair of jaws (44,48) facing the support plate, wherein at least a first jaw supports a support pin of the return pulley, - wherein the elastic pre-load means influence said first jaw and the return pulley to move away from the drive pulley, - wherein the second jaw is fixed to the first jaw and to the support plate by means of the locking means suitable to lock, in the locking configuration, the position of the first jaw on the support plate, said position being set to the first jaw by the elastic pre-load means, in the unlocking configuration of the locking means, wherein said elastic pre-load means comprise a torsion spring adapted to exert an approximately constant pre-load regardless of its elastic deformation, wherein the support pin of the return pulley is fixed with the first jaw, and wherein between a second projecting portion of the support pin, from the side of the first jaw, and the return pulley are interposed two bearings placed side by side axially, parallel to said axial direction (X-X). - a slider fitted with an eyelet suitable to engage a yarn of a package, - a transmission belt mechanically connected to a drive pulley and a return pulley so as to identify at least one mobile transmission branch with alternating rectilinear motion, - the slider being rigidly fixed to said mobile transmission branch with alternating rectilinear motion of the transmission belt, - wherein the drive pulley is operatively connected to a motor for the rotation of the drive pulley around an axial direction (X-X) in a first and in a second direction of rotation opposite to each other, so as to achieve the reciprocating rectilinear motion of the slider, in a transverse direction (Y-Y) perpendicular to said axial direction (X-X), - the return pulley is rotatably supported by a support plate and fixed to this by locking means, wherein between the support plate and the return pulley are interposed elastic pre-load means that, in the unlocking configuration of the locking means, move the pulley away from the drive pulley, applying said pre-load to the transmission belt, - wherein the elastic pre-load means influence said first jaw and the return pulley to move away from the drive pulley, - wherein the second jaw is fixed to the first jaw and to the support plate by means of the locking means suitable to lock, in the locking configuration, the position of the first jaw on the support plate, said position being set to the first jaw by the elastic pre-load means, in the unlocking configuration of the locking means,