An inner rotary hook has a needle drop hole, and side wall portions formed over the drop hole and defining a space for passage therethrough of a sewing needle. The side wall portions are located adjacent to opposite sides of the needle passing through the space and extend from a region in front of the needle to a region behind the needle. The side wall portions can abut against an upper thread, passed through a hole of the needle, near a bottom dead point of the needle. If any of two portions of the thread located forward and rearward of the needle has strayed laterally, it can abut against one of the wall portions. Consequently, it is possible to prevent the front-side upper thread portion from circling around behind the needle, but also prevent the rear-side upper thread portion from straying laterally to form a laterally-protruding loop.