A sewing machine needle bar changing device includes a needle bar case having multiple needle bar holes, each of which receives a needle bar and has at least one longitudinal slide way formed on one side thereof; a needle bar case holder located at one side of the needle bar case and having a control guide way, which is engaged with the needle bars and has a longitudinal opening; a needle bar guide member engaged with one needle bar that is moved to a sewing position to align with the longitudinal opening, and brought by a crank link of the sewing machine to move upward and downward synchronously with the engaged needle bar; and a driving mechanism for moving and then holding a selected needle bar to the sewing position. All other needle bars not in the sewing position are restricted by the control guide way from moving axially.