A headgear holding apparatus including a base structure attached to a sewing machine such that the base structure is movable in a first direction, a rotatable structure supported by the base structure such that the rotatable structure is rotatable about a first axis line parallel to the first direction, a headgear holder which has a part-cylindrical outer surface for holding an inner surface of a headgear, the holder being detachably attached to the rotatable structure such that the part-cylindrical outer surface thereof is rotated when the rotatable structure is rotated, a headgear support member which is attached to the base structure, has a curved outer surface, and extends near a sewing position where a sewing needle of the sewing machine is reciprocated, the curved outer surface supporting the inner surface of the headgear when the holder is rotated, and two or more guide rollers attached to the base structure such that the rollers are provided on both sides of the headgear support member in a second direction perpendicular to the first direction, extend parallel to the first direction, and are rotatable about respective second axis lines parallel to the first axis line, the rollers being located at respective positions where an outer circumferential surface of a contact portion of each of the rollers contacts an inner surface of an intermediate annular portion of the headgear.