The invention relates to a yarn winding device for a spinning cone bobbin of a rotor spinning machine, which comprises a shaft sleeve binder (1), a sleeve (2), a spacer bush (3), a transmission leather ring (4), a retaining ring (5), screws (6), a bearing (7), a yarn bobbin (8) and a transmission shaft (9), wherein the shaft sleeve binder (1) is fixed on the transmission shaft (9) through two screws (6), and the spacer bush (3) and the transmission leather ring (4) are arranged on the shaft sleeve binder (1); the bearing is arranged between the shaft sleeve binder (1) and the sleeve (2), and the retaining ring (5) is arranged on the shaft sleeve binder (1) at the outer side of the spacer bush; and the sleeve (2) is arranged on the transmission shaft (9), and the yarn bobbin (8) is connected with the transmission leather ring (4) through yarn. The yarn winding device has a simple and compact structure and low manufacturing cost and is convenient to install and adjust, the rotating speed of the yarn bobbin can be automatically adjusted, and the yarn formation of the cone yarn bobbin can be ensured.