A linear motion guide device comprising: a guide rail; a slider; and a plurality of balls that are rolling members; wherein each of the guide rail and the slider includes a raceway groove having an arc-shaped section at a position facing each other, the raceway grooves forming a rolling passage for the balls, both of the raceway grooves extend in a longitudinal direction of the guide rail, the balls are disposed in the rolling passage; the slider is guided by the guide rail to be movable in the longitudinal direction via rolling of the balls in the rolling passage, the slider comprises: a slider main body in which the raceway groove of the slider and a return passage for the balls are provided, the return passage being formed by a through hole substantially parallel to the raceway groove, two end caps in each of which a direction changing passage communicating the rolling passage with the return passage is formed and which are detachably fixed to a respective end in the longitudinal direction of the slider main body, and a return guide made of resin fitted into a direction changing passage concave portion formed on a surface of the end cap abutting the slider main body to form the direction changing passage by a guide face for the balls formed on an outer surface thereof and an inner surface of the direction changing passage concave portion, so as to convey and circulate the balls on the return passage and the direction changing passage from an end point to a start point of the rolling passage, and the guide face of the return guide and the raceway groove of the slider are not smoothly continued at a connection portion, and a stepped portion is formed, at a groove bottom portion of the raceway groove of the slider and a neighboring portion, a surface of the raceway groove of the slider is located to be closer to a curvature center of the raceway groove of the slider than the guide face of the return guide is, and at a groove shoulder portion of the raceway groove of the slider and a neighboring portion, the guide face of the return guide is located to be closer to the curvature center of the raceway groove of the slider than the surface of the raceway groove of the slider is. a guide rail; a slider; and a plurality of balls that are rolling members; wherein each of the guide rail and the slider includes a raceway groove having an arc-shaped section at a position facing each other, the raceway grooves forming a rolling passage for the balls, both of the raceway grooves extend in a longitudinal direction of the guide rail, the balls are disposed in the rolling passage; the slider is guided by the guide rail to be movable in the longitudinal direction via rolling of the balls in the rolling passage, the slider comprises: a slider main body in which the raceway groove of the slider and a return passage for the balls are provided, the return passage being formed by a through hole substantially parallel to the raceway groove, two end caps in each of which a direction changing passage communicating the rolling passage with the return passage is formed and which are detachably fixed to a respective end in the longitudinal direction of the slider main body, and a return guide made of resin fitted into a direction changing passage concave portion formed on a surface of the end cap abutting the slider main body to form the direction changing passage by a guide face for the balls formed on an outer surface thereof and an inner surface of the direction changing passage concave portion, so as to convey and circulate the balls on the return passage and the direction changing passage from an end point to a start point of the rolling passage, and a slider main body in which the raceway groove of the slider and a return passage for the balls are provided, the return passage being formed by a through hole substantially parallel to the raceway groove, two end caps in each of which a direction changing passage communicating the rolling passage with the return passage is formed and which are detachably fixed to a respective end in the longitudinal direction of the slider main body, and a return guide made of resin fitted into a direction changing passage concave portion formed on a surface of the end cap abutting the slider main body to form the direction changing passage by a guide face for the balls formed on an outer surface thereof and an inner surface of the direction changing passage concave portion, so as to convey and circulate the balls on the return passage and the direction changing passage from an end point to a start point of the rolling passage, and the guide face of the return guide and the raceway groove of the slider are not smoothly continued at a connection portion, and a stepped portion is formed, at a groove bottom portion of the raceway groove of the slider and a neighboring portion, a surface of the raceway groove of the slider is located to be closer to a curvature center of the raceway groove of the slider than the guide face of the return guide is, and at a groove shoulder portion of the raceway groove of the slider and a neighboring portion, the guide face of the return guide is located to be closer to the curvature center of the raceway groove of the slider than the surface of the raceway groove of the slider is.