A threading device of a sewing machine includes a thread inserting base formed with a thread path hole having a thread inserting port opened toward an outer side of a sewing machine frame, and further formed with an air path hole which joins the thread path hole in the vicinity of the thread inserting port, an air supply device coupled to the air path hole to supply compressed air, and illuminating means provided on the sewing machine frame to irradiate a joining portion of the thread path hole and the air path hole. The thread inserting base includes a transparent member through which at least the joining portion of the thread path hole and the air path hole can be visually recognized.