A winding device includes a headrail, a winding drum, a pull cord, a carriage member, and a guide member. The winding drum is mounted on the headrail, is operable so as to rotate relative to the headrail, and has threaded and smooth drum portions. The pull cord extends through the headrail and is secured to the smooth drum portion. The carriage member threadedly engages the threaded drum portion, and is movable along the threaded drum portion when the winding drum is rotated so as to wind the pull cord on the smooth drum portion. The guide member is coupled to the carriage member so as to be co-movable therewith, and guides the pull cord such that winding turns of the pull cord on the smooth drum portion are formed adjacent to one another without overlapping.