To provide a yarn winding machine that eliminates slackening of a yarn generated when a yarn splicing operation is finished.

A yarn splicing device 43 performs a yarn splicing operation to splice a spun yarn 10 between a spinning device and a package. Yarn path regulating members (yarn guiding lever 96 and a yarn pressing lever 98) move between a position of making contact with the spun yarn 10 to bend the spun yarn 10 and a position of releasing the spun yarn 10. A carriage control section controls the yarn path regulating member to make contact with the spun yarn 10 to bend the spun yarn 10 during the yarn splicing operation, and to maintain bending of the spun yarn 10 after completion of the yarn splicing operation and until at least winding of the spun yarn 10 by a winding device is started.