The mechanism is used with a yarn winder having a traverse guide box or housing, a traverse guide and chucks, drive rolls, and control rollers for rotating yarn package supports, such as bobbins or tubes, and provided with a yarn catching device, such as a peripheral groove or hook, adjacent one end of the package supports, with the traverse guide cross-winding yarn packages on the supports. The yarn strung up in the winder, under a tension tending to move the yarn into a traverse guide, is caught in a guide member, while restrained from entering the traverse guide, and the yarn is moved by the guide member into a position aligned with a yarn catching device for catching of the yarn which is then broken or cut. The yarn is then moved in the guide member axially of the package support to wind a few turns therealong as a transfer tail, after which the yarn is released from the guide member to enter the traverse guide for cross-winding to form the yarn package. In two embodiments of the mechanism, the yarn guide member is a metal frame formed with yarn guide slots open at one end, with the yarn movement along a slot being controlled by a control element controllably reciprocable along the slot. In a third embodiment, the yarn guide member is formed by oscillatable arms, reciprocable as a unit longitudinally of a package support, in association with a yarn deflector for restraining the yarn from entering the traverse guide.