To provide a comparatively simple and low-cost traverse mechanism capable of ideally accomplishing as zero as possible a residence time at turning points even at every mechanical operation speed.

In this winding method for winding a yarn 11 around a package 12, a traveling yarn 11 is made to traverse near the package 12 with a yarn guide 18 connected to a traverse member 13. The traverse member 13 is caused first reciprocating motion to correspondingly move the yarn guide 18, while the yarn guide 18 is caused harmonic traverse motion by superimposing second reciprocating motion on the first reciprocating motion of the yarn guide 18.