A yarn winding machine adapted to form a conical package by winding a yarn, the yarn winding machine including a touch roller adapted to rotate with the package while making contact with an outer peripheral surface of the package; a traverse guide adapted to traverse the yarn to be wound into the package; and a control section adapted to control driving of the traverse guide; wherein the control section controls the driving of the traverse guide to prevent a driving point between the package and the touch roller from moving towards a smaller-diameter side of the package. Most Illustrative Drawing: FIG. 1