A thread-guide device for winding machine comprising a slider provided with an eyelet suitable to hook a thread of a package, a transmission belt mechanically connected to a drive pulley and to a return pulley so as to identify at least one mobile transmission branch with alternating rectilinear motion, the slider being rigidly fixed to said mobile transmission branch with alternating rectilinear motion of the transmission belt, wherein the drive pulley is operatively connected to a motor for the rotation of the drive pulley around an axial direction (X-X) in a first and in a second direction of rotation opposite to each other, so as to achieve the alternating rectilinear motion of the slider, in a transverse direction (Y-Y) perpendicular to said axial direction (X-X). Advantageously, the return pulley is rotatably supported by a support plate and fixed to this by locking means, wherein between the support plate and the return pulley are interposed elastic pre-load means that, in the unlocking configuration of the locking means, move the return pulley away from the drive pulley, applying said pre-load to the transmission belt.