A yarn winding machine comprising: a yarn supplying section adapted to supply a yarn; a cradle adapted to rotatably hold a package around which the yarn supplied by the yarn supplying section is wound; a contact roller adapted to make contact with and rotate the package; a traverse guide provided independently from the contact roller, and adapted to be engaged with the yarn to be wound into the package held by the cradle to traverse the yarn; and a yarn leading section (75, 76) adapted to make contact with the yarn applied with tension to lead the yarn towards a center in a winding width direction of the package before the traverse guide engages with the yarn, characterized in that a contour of the yarn leading section (75, 76) includes: a first guiding section arranged inclining at a first inclination angle so as to be gradually located away from the yarn supplying section as approaching towards an end in the winding width direction of the package, and a second guiding section arranged closer to the center in the winding width direction of the package than the first guiding section and connected to the first guiding section, and arranged inclining at a second inclination angle so as to be gradually located away from the yarn supplying section as approaching towards the end in the winding width direction of the package, and wherein the second inclination angle is steeper than the first inclination angle. a yarn supplying section adapted to supply a yarn; a cradle adapted to rotatably hold a package around which the yarn supplied by the yarn supplying section is wound; a contact roller adapted to make contact with and rotate the package; a traverse guide provided independently from the contact roller, and adapted to be engaged with the yarn to be wound into the package held by the cradle to traverse the yarn; and a yarn leading section (75, 76) adapted to make contact with the yarn applied with tension to lead the yarn towards a center in a winding width direction of the package before the traverse guide engages with the yarn, characterized in that a contour of the yarn leading section (75, 76) includes: a first guiding section arranged inclining at a first inclination angle so as to be gradually located away from the yarn supplying section as approaching towards an end in the winding width direction of the package, and a second guiding section arranged closer to the center in the winding width direction of the package than the first guiding section and connected to the first guiding section, and arranged inclining at a second inclination angle so as to be gradually located away from the yarn supplying section as approaching towards the end in the winding width direction of the package, and a first guiding section arranged inclining at a first inclination angle so as to be gradually located away from the yarn supplying section as approaching towards an end in the winding width direction of the package, and a second guiding section arranged closer to the center in the winding width direction of the package than the first guiding section and connected to the first guiding section, and arranged inclining at a second inclination angle so as to be gradually located away from the yarn supplying section as approaching towards the end in the winding width direction of the package, and