To cancel the lag of position detecting timing caused by difference in response of a proximity sensor.

The needle thread holding device 60 of a sewing machine 100 comprises a clasping means with a clasping part A for clasping an end of a needle thread between a holder member 1 and a clasping member 23 and releasing the end of the needle thread and a driving means B for relatively moving the holder member and the clasping member, a detection means C for detecting the position of motion of the clasping means, and a control means 70 for controlling the driving means. The detection means consists of detected parts 20a and 20b attached to either the clasping means or a sewing machine body and the proximity sensors 21 and 22 fixed to the other member for detecting the detected parts. The control means controls the detection means to detect the position when the driving means is moved from a detection position of the detected parts by the proximity sensors to a non-detection position further by the difference in response of the proximity sensors.