A device (100) produces an endless winding cable (101) by winding a yarn (106) around two thimbles (102, 104). The device (100) comprises an elongated guide (110), a carriage (112), a yarn feeder (114), a first thimble holder (116), and a second thimble holder (118). The first thimble holder (116) and the second thimble holder (118) each hold one of the two thimbles (102, 104). The carriage (112) is movable relative to the elongated guide (110). The yarn feeder (114) is connected to the carriage (112), and comprises at least one spool holder (120) for holding a spool (122) with the at least one yarn (106), and an output guide (124) for guiding the at least one yarn (106) to the cable during winding. The yarn feeder (114) comprises at least one controllable yarn brake (126) for changing a tension of the at least one yarn (106) during winding. Moreover, a corresponding method and an endless winding cable (101) with increasing tension from a more inner layer of said winding yarn (106) to a more outer layer of s