The microscopic structure of the yarn was observed in order to clarify the reason why the mechanical properties of the air-jet spun yarns differ from those of the ring or opened rotor yarns. Some structural parameters of the yarns were obtained by the tracer fibre technique. Zonal distributions of the constituent fibres were derived and the orientation density functions of the fibres in the several yarns were introduced by the statistical method. The distributions of the polar angle in all yarns have a good correlation with the radial direction of yarns, but those of azimuthal angles were random. It was observed microscopically that the air-jet spun yarns were constituted of the false twisted fibres, fasciated fibres, wrapping fibres and fuzz although their fractions will be changed by the spinning parameters. The most of the fibres in air-jet spun yarns are oriented to the yarn axis. Therefore the constituent fibres contact each other more closely, so that the yarn bulkiness decreases. The relative initial modulus of air-jet spun yarns is lower than that of ring or open-end rotor yarns and it is ascribed to the distribution of polar angles of the fasciated fibres in the air-jet spun yarns.