A zig-zag sewing machine includes a needle swinging cam provided on a cam shaft to which the rotational movement of a drive shaft is to be transmitted, and a needle bar support member provided on a slide shaft to which a swinging motion due to its engagement with the needle swinging cam is to be transmitted, while the needle swinging cam includes a cam groove and a positioning hole respectively formed in the side surface thereof. Also, on the side surface of a cam receive member provided on a cam shaft for fixing the needle swinging cam, there is provided a positioning pin which can be fitted into the positioning hole. Further, on the side surface of a cam arm which generates a swinging motion to be transmitted to the slide shaft, there is provided an engaging pin which can be engaged into the cam groove. And, with regard to the lengths of the projecting end portion of the cam shaft, positioning pin and engaging pin, the cam shaft projecting end portion is set the longest, the engaging pin is set the second longest, and the positioning pin is set the shortest.