To surely engage a yarn with an original traverse device while continuously performing yarn winding with replacing bobbins in a yarn winding machine provided with two bobbin holders and supplying yarn to expand intervals of yarn against the bobbin.

This machine is provided with a yarn passage changing member 1 moving between an original position where the yarn does not touch and a yarn releasing position where the yarn is released from the traverse device, and the yarn passage changing member 1 is provided with a yarn catching part 2 catching the yarn between a middle position and the yarn releasing position and regulating the yarn within traverse width at the yarn releasing position. When the yarn is replaced, the yarn passage changing member 1 is moved to the yarn releasing position, the yarn S is caught and released from a traverse device T to prevent the interval of the yarn from getting narrow. When the yarn S is moved to an empty bobbin, the yarn passage changing member 1 is returned from the yarn releasing position to the original position. Since the yarn caught by the yarn catching part 2 is regulated within traverse width to the middle position, the yarn S can be surely engaged with the original traverse device T.