A composite yarn comprising a component of staple fibres (Y) and a component formed by a continuous strand (X) is spun on a friction spinning apparatus. Staple fibres are fed to a twisting zone where the fibres are twisted to form a staple strand with one end open. The continuous strand is joined with the staple strand at a position within a portion of the staple strand which is in the process of being twisted, and such that fibres are joined with the staple strand both upstream and downstream of the joining position and some fibres join with the staple strand on both sides of the joining position. In this way a yarn is formed with some fibres forming an inner core (Y Fig. 3) twisted with the continuous strand (X Fig. 3), with some fibres forming an outer sheath (Z Fig. 4) around the core and continuous strand and some fibres (A, B, C Fig. 5) having part of their length in the core and part in the sheath.