To provide an improved apparatus for supporting a weft yarn capable of readily setting a nipping power of the weft yarn.

This apparatus for holding a weft yarn 4 in a continuous shedding loom comprises a supporting mechanism 11 for the weft yarn 4, advancing elements 12 and 13 which are arranged on both sides of the supporting mechanism 11 and capable of moving relatively to the supporting mechanism 11 in order to introduce the weft yarn 4 extending across the supporting mechanism 11 and extending transversely from the moving direction of the advancing elements 12 and 13 into the interior of the supporting mechanism 11 and a mechanism 14 for tensioning the weft yarn 4. The supporting mechanism 11 is equipped with a yarn nipping part 15 having a fixing and nipping element 17 and a movable nipping element 18 operating by actions of a spring force in the apparatus. Although both the fixing and nipping element 17 and the movable nipping element 18 form a nipping spacing 27, the weft yarn 4 held in the longitudinal direction can be displaced in the transverse direction from the longitudinal direction through the nipping spacing 27.