To prevent a yarn from being cut by fluctuation of winding tension by preventing fluctuation of a point, to which driving force is transmitted, so as to prevent fluctuation of rotating speed of a package.

This winding device 4 for forming a conical package 20 by cross-winding a yarn 9 around a conical bobbin 10 includes a friction roller 16 to be brought in contact with a peripheral surface of the package 20, a friction roller driving means for driving the friction roller 16 to rotate, and a traverse means for oscillating the yarn 9 to be wound to form the package 20 so that winding density of the package 20 is relatively higher in a first part in the axial direction of the package 20 than other parts.