A yarn winding machine comprising: a winding unit main body adapted to form a package by winding a yarn; a first catching and guiding device provided in the winding unit main body and adapted to suck and catch the yarn from the package and to guide the yarn; a control section adapted to control the first catching and guiding device to perform a first catching operation at a catching region to suck and catch the yarn from the package, a separating operation to separate the first catching and guiding device at the catching region from the package to withdraw the yarn, which has been sucked and caught, from a surface of the package, a guiding operation to guide the yarn to a target region, and a second catching operation at the catching region to suck and catch the yarn from the package again between the separating operation and the guiding operation; and a setting section adapted to set a control value relating to adjustment of the second catching operation by the first catching and guiding device, characterized in that the control section is adapted to control the first catching and guiding device to perform a repeating operation to perform each of the first catching operation, the separating operation, the second catching operation and the guiding operation again in a case where a determination is made by the yarn detecting device that guiding of the yarn from the package to the yarn joining device by the first catching and guiding device has failed, and the setting section is adapted to be capable of setting a control value relating to adjustment of the second catching operation by the first catching and guiding device in performing the repeating operation. a winding unit main body adapted to form a package by winding a yarn; a first catching and guiding device provided in the winding unit main body and adapted to suck and catch the yarn from the package and to guide the yarn; a control section adapted to control the first catching and guiding device to perform a first catching operation at a catching region to suck and catch the yarn from the package, a separating operation to separate the first catching and guiding device at the catching region from the package to withdraw the yarn, which has been sucked and caught, from a surface of the package, a guiding operation to guide the yarn to a target region, and a second catching operation at the catching region to suck and catch the yarn from the package again between the separating operation and the guiding operation; and a setting section adapted to set a control value relating to adjustment of the second catching operation by the first catching and guiding device, characterized in that the control section is adapted to control the first catching and guiding device to perform a repeating operation to perform each of the first catching operation, the separating operation, the second catching operation and the guiding operation again in a case where a determination is made by the yarn detecting device that guiding of the yarn from the package to the yarn joining device by the first catching and guiding device has failed, and the setting section is adapted to be capable of setting a control value relating to adjustment of the second catching operation by the first catching and guiding device in performing the repeating operation.