A yarn winding machine (10, 10', 10", 10"') comprising: a yarn supplying section that supplies a yarn; a yarn winding section (17, 17') that forms a package (22, 22') by winding the yarn supplied from the yarn supplying section while rotating the package (22, 22') in a winding direction of the yarn at a first rotational speed; a yarn joining device that joins a yarn end from the yarn supplying section and a yarn end from the package (22, 22'); a yarn catching / guiding device that uses a negative pressure suction inside a tube member to catch the yarn end from the package (22, 22') and guides the caught yarn end to the yarn joining device; a yarn monitoring device immediately next to the yarn joining device on a yarn traveling path configured to monitor a state of the yarn traveling on the yarn path and detect the presence/absence of the yarn or an upper yarn sensor configured to detect whether a yarn is present inside the first catching/guiding device; and a controlling section configured to control the yarn winding section (17, 17') to rotate the package (22, 22') in the winding direction at a second rotational speed at which the yarn is wound in the package (22, 22') at a speed of 800 m/min or more when the yarn catching / guiding device fails in catching the yarn end from the package (22, 22'); characterized by further comprising: a contact roller (20, 20') capable of contacting an outer periphery of the package and applying a driving force to the package to cause the package to rotate, wherein when stopping the winding rotation of the package at the second rotational speed, the controlling section releases the contact between the outer peripheries of the package and the contact roller (20, 20'); wherein the contact roller includes a traversing groove to traverse the yarn supplied from the yarn supplying section at a certain width on a surface of the package while the package is being rotated. a yarn supplying section that supplies a yarn; a yarn winding section (17, 17') that forms a package (22, 22') by winding the yarn supplied from the yarn supplying section while rotating the package (22, 22') in a winding direction of the yarn at a first rotational speed; a yarn joining device that joins a yarn end from the yarn supplying section and a yarn end from the package (22, 22'); a yarn catching / guiding device that uses a negative pressure suction inside a tube member to catch the yarn end from the package (22, 22') and guides the caught yarn end to the yarn joining device; a yarn monitoring device immediately next to the yarn joining device on a yarn traveling path configured to monitor a state of the yarn traveling on the yarn path and detect the presence/absence of the yarn or an upper yarn sensor configured to detect whether a yarn is present inside the first catching/guiding device; and a controlling section configured to control the yarn winding section (17, 17') to rotate the package (22, 22') in the winding direction at a second rotational speed at which the yarn is wound in the package (22, 22') at a speed of 800 m/min or more when the yarn catching / guiding device fails in catching the yarn end from the package (22, 22'); characterized by a contact roller (20, 20') capable of contacting an outer periphery of the package and applying a driving force to the package to cause the package to rotate, wherein when stopping the winding rotation of the package at the second rotational speed, the controlling section releases the contact between the outer peripheries of the package and the contact roller (20, 20'); wherein the contact roller includes a traversing groove to traverse the yarn supplied from the yarn supplying section at a certain width on a surface of the package while the package is being rotated.