An automatic winding machine has a rotation drive mechanism, four winding core shafts protruding from the drive mechanism and being rotated integrally with a rotation center of the drive mechanism, the winding core shafts whose axial centers are parallel to the rotation center, a reciprocating mechanism for reciprocating the winding core shafts, at least one pressing roller biased in the direction of bringing close to a rotation passage of the winding core shafts from the outer circumferential side, and a conductive wire supply mechanism for continuously supplying a conductive wire between the winding core shafts and the pressing roller.