A yarn winding machine comprising: a plurality of winding units; a plurality of section ducts through which rejection material generated in at least one of the winding units flows; a section suction device arranged in each of the section ducts that moves the rejection material from the winding units by generating a suction current in the section duct; a filter member arranged between the section duct and the section suction device; a main duct connected to the section ducts and through which the rejection material from the section ducts flows; a main suction device that generates a suction current in the main duct for moving the rejection material from the section duct; an opening / closing member (65, 66) arranged in a flow path in which the suction current generated by at least one of the section suction device and the main suction device acts in each of the section ducts; and a supporting member (68, 69) that openably / closably supports the opening / closing member (65, 66) to change an open / closed state of the flow path by means of a pressure difference between an upstream side and a downstream side of the opening / closing member (65, 66), in a flow direction of the suction current, characterized in that the opening / closing member (65, 66) includes a first opening / closing member that changes an open / closed state of a first connection opening between the section duct and the main duct, and that the opening / closing member (65, 66) includes a second opening / closing member that changes an open / closed state of a second connection opening arranged between the filter member and the section suction device. a plurality of winding units; a plurality of section ducts through which rejection material generated in at least one of the winding units flows; a section suction device arranged in each of the section ducts that moves the rejection material from the winding units by generating a suction current in the section duct; a filter member arranged between the section duct and the section suction device; a main duct connected to the section ducts and through which the rejection material from the section ducts flows; a main suction device that generates a suction current in the main duct for moving the rejection material from the section duct; an opening / closing member (65, 66) arranged in a flow path in which the suction current generated by at least one of the section suction device and the main suction device acts in each of the section ducts; and a supporting member (68, 69) that openably / closably supports the opening / closing member (65, 66) to change an open / closed state of the flow path by means of a pressure difference between an upstream side and a downstream side of the opening / closing member (65, 66), in a flow direction of the suction current, characterized in that the opening / closing member (65, 66) includes a first opening / closing member that changes an open / closed state of a first connection opening between the section duct and the main duct, and that the opening / closing member (65, 66) includes a second opening / closing member that changes an open / closed state of a second connection opening arranged between the filter member and the section suction device.