The invention relates to a conical fiber winding machine. The winding machine comprises a conical winder, a fixing drive device, a wire guide device and a propelling device. The conical winder is of a conical structure, multiple rings of triangular grooves are formed around the side wall of a conical body, the symmetric axis of the triangular grooves coincides with the symmetric axis of the conical winder, the conical winder is fixed through the fixing drive device and driven by the fixing drive device to do rotation motion around the symmetric axis of the conical winder, and the wire guide device is close to the side wall of the conical winder, and is controlled by the propelling device to move in the direction parallel to the symmetric axis of the conical winder. According to the conical fiber winding machine, different linear speeds on a conical face groove of the conical winder are used for collecting different winding speeds of the fibers, and through researching of fiber morphology and mechanical property changes under the limit winding speed, fiber forming researches of various new materials can be facilitated.