A method of and an apparatus suitable for use in winding a coil on a toroidal core of a magnetic head of a video tape recorder or magnetic disc player by passing a wire through a minuscule aperture. The apparatus includes an annular wire guide formed with a cutout, a plurality of pairs of feed rollers having axes disposed perpendicular to a plane in which the annular wire guide is disposed, the rollers of each pair engaging each other inside the annular wire guide, and at least one core holding unit for holding a core in such a manner as to be positioned in the cutout of the annular wire guide. By repeatedly performing the operations of feeding a wire by the feed rollers, guiding the movement of the wire by the annular wire guide and inserting the wire through a core window of the toroidal core after transporting the wire to the wire insertion position, it is possible to wind a coil positively with increased speed and reliability.