A weft insertion device for an air jet loom, the weft insertion device including a main nozzle and one or two auxiliary main nozzles that are disposed on an upstream side of the main nozzle in a weft insertion direction, each of the main nozzle and the auxiliary main nozzles including a nozzle body having an insertion hole and a thread guide having a thread guide hole extending therethrough in an axial direction so that a weft yarn is inserted therethrough, the thread guide being disposed in the insertion hole of the nozzle body, the weft insertion device performing one weft insertion by cooperation of the main nozzle and the auxiliary main nozzles as compressed air that is supplied to the insertion hole of each of the main nozzle and the auxiliary main nozzles is ejected from an ejection hole at an end after having passed through a space around the thread guide in the insertion hole, characterised in that the weft insertion device includes a weft braking device and a threading nozzle, the weft braking device being disposed on the upstream side of a most upstream auxiliary main nozzle, which is one of the auxiliary main nozzles that is disposed on the most upstream side, and the threading nozzle being disposed behind the most upstream auxiliary main nozzle and ejecting compressed air toward the thread guide hole of the most upstream auxiliary main nozzle to insert the weft yarn into the thread guide hole of the thread guide of the most upstream auxiliary main nozzle, the weft insertion device further comprising: a threading device that is disposed between the most upstream auxiliary main nozzle and the weft braking device so as to be continuous with a back end of the thread guide of the most upstream auxiliary main nozzle in the axial direction, wherein the threading device includes a guide part that has a through-hole and that is provided so that a center of the through-hole coincides with a center of the thread guide hole when viewed in the axial direction of the thread guide into which the weft yarn is threaded by using the compressed air, and an air discharging part that is provided so as to be continuous with the guide part with respect to the axial direction and in which an inner space portion that is continuous with a space in the through-hole of the guide part is formed so as to be connected to the outside, and wherein the threading device includes the guide part in at least an end portion thereof on an opposite side to the thread guide side in the axial direction. a threading device that is disposed between the most upstream auxiliary main nozzle and the weft braking device so as to be continuous with a back end of the thread guide of the most upstream auxiliary main nozzle in the axial direction, wherein the threading device includes a guide part that has a through-hole and that is provided so that a center of the through-hole coincides with a center of the thread guide hole when viewed in the axial direction of the thread guide into which the weft yarn is threaded by using the compressed air, and an air discharging part that is provided so as to be continuous with the guide part with respect to the axial direction and in which an inner space portion that is continuous with a space in the through-hole of the guide part is formed so as to be connected to the outside, and a guide part that has a through-hole and that is provided so that a center of the through-hole coincides with a center of the thread guide hole when viewed in the axial direction of the thread guide into which the weft yarn is threaded by using the compressed air, and an air discharging part that is provided so as to be continuous with the guide part with respect to the axial direction and in which an inner space portion that is continuous with a space in the through-hole of the guide part is formed so as to be connected to the outside, and wherein the threading device includes the guide part in at least an end portion thereof on an opposite side to the thread guide side in the axial direction.