A threading device of sewing machine is disclosed, wherein the upper thread extended from a thread supply mounted on a sewing machine body may be easily and smoothly guided into engagement with a thread holder simultaneously when the threading device is operated to pass the upper thread through the eye of needle attached to the lower end of needle bar, the thread holder being arranged between the thread supply and the needle. The threading device comprises a vertically movable needle bar 16 having a needle attached to the lower end thereof, the needle having a needle eye, a needle bar support 1 for supporting the needle bar 16 such that the same may be vertically movable, a thread holder 20 mounted to the lower end of the needle bar 16, a threading member A1 having a thread engaging portion 5 and a threading hook 4b, a threading shaft 2 for having the threading member A1 secured to the lower end thereof, an operating section C for vertically moving and axially rotating the threading shaft 2 to pass the upper thread n through the needle eye 17a, the threading member A1 being so formed as to provide the thread engaging portion 5 for guiding the upper thread to the needle eye 17a, the needle holder 20 being formed with a groove 20b for holding the upper thread n, the groove 20b having an opening 20a at which the upper thread n is guided into the groove 20b from the rear side of the thread holder 20 while the thread engaging portion 5 is moved down with the upper thread n which is to be passed through the needle eye 17a.