To provide a structure allowing removal of defective portion of a spun yarn and a yarn splicing operation in a yarn splicing device to be efficiently performed, in a yarn winding machine provided with the yarn splicing device.

A fine spinning machine includes a spinning device 9, a winding device 13, a yarn splicing device 43, a yarn accumulating device 12, and a cutter 55. The spinning device 9 supplies a spun yarn 10. The winding device 13 winds the spun yarn 10 around a package 45. The yarn splicing device 43 splices a yarn end of the spun yarn 10 at a spinning device 9 side and a yarn end of the spun yarn 10 at a winding device 13 side, in a position between the spinning device 9 and the winding device 13 in a yarn traveling direction. The yarn accumulating device 12 temporality accumulates the spun yarn 10 in a position between the spinning device 9 and the yarn splicing device 43 in the yarn traveling direction. The cutter 55 cuts the spun yarn 10 in a position between the yarn accumulating device 12 and the yarn splicing device 43 in the yarn traveling direction.