A rotary magnetic head apparatus comprises a transformer core, including a rotor core and a stator core, a rotary drum, a stationary drum, and magnetic heads provided in the outer peripheral portion of the rotary drum. Signal transmission coils are disposed in a plurality of grooves formed concentrically in a surface of the core to transmit signals to and from the magnetic heads. Windings of each of the coils are positioned and lined with a flexible insulating layer so as to keep their mutual positional relation unchanged. The insulating layer is removed from the coil at portions corresponding to starting and terminating ends of the winding thereof. The insulating layer is bonded to the bottoms of the grooves. Through holes are formed in the core at positions corresponding to the starting and terminating end portions of the windings of the coil. Conductive junction members extend in the through holes and are electrically connected to the starting and terminating end portions of the windings of the coils to transmit signals to and from the magnetic heads.