A state diagnosis system for a rolling guide device, the rolling guide device including: a plurality of rolling elements; a track member having a rolling surface for the rolling elements, the rolling surface extending along a longitudinal direction of the track member; and a moving member, which is assembled to the track member through intermediation of the rolling elements, and which includes an endless circulation path for the rolling elements, the endless circulation path including a load path for the rolling elements and no-load paths for coupling both ends of the load path, the state diagnosis system comprising: a sensor configured to detect a physical quantity exhibited when the moving member is moving along the track member; a signal processing unit configured to process an output signal from the sensor to output analysis data; and a determination processing unit configured to determine whether the rolling guide device has an abnormality by comparing the analysis data with threshold value data, wherein, when a cycle at which each of the rolling elements, which moves back and forth in the endless circulation path, enters the load path from one of the no-load paths is represented by t, a data collection time period T, for which the signal processing unit takes in the output signal from the sensor, satisfies T≥t; characterized in that, the output signal taken in from the sensor in the data collection time period T is subjected to root mean square processing to become analysis data indicating a representative value in the data collection time period T. the rolling guide device including: a plurality of rolling elements; a track member having a rolling surface for the rolling elements, the rolling surface extending along a longitudinal direction of the track member; and a moving member, which is assembled to the track member through intermediation of the rolling elements, and which includes an endless circulation path for the rolling elements, the endless circulation path including a load path for the rolling elements and no-load paths for coupling both ends of the load path, a plurality of rolling elements; a track member having a rolling surface for the rolling elements, the rolling surface extending along a longitudinal direction of the track member; and a moving member, which is assembled to the track member through intermediation of the rolling elements, and which includes an endless circulation path for the rolling elements, the endless circulation path including a load path for the rolling elements and no-load paths for coupling both ends of the load path, the state diagnosis system comprising: a sensor configured to detect a physical quantity exhibited when the moving member is moving along the track member; a signal processing unit configured to process an output signal from the sensor to output analysis data; and a determination processing unit configured to determine whether the rolling guide device has an abnormality by comparing the analysis data with threshold value data, wherein, when a cycle at which each of the rolling elements, which moves back and forth in the endless circulation path, enters the load path from one of the no-load paths is represented by t, a data collection time period T, for which the signal processing unit takes in the output signal from the sensor, satisfies T≥t; characterized in that, the output signal taken in from the sensor in the data collection time period T is subjected to root mean square processing to become analysis data indicating a representative value in the data collection time period T. a sensor configured to detect a physical quantity exhibited when the moving member is moving along the track member; a signal processing unit configured to process an output signal from the sensor to output analysis data; and a determination processing unit configured to determine whether the rolling guide device has an abnormality by comparing the analysis data with threshold value data, wherein, when a cycle at which each of the rolling elements, which moves back and forth in the endless circulation path, enters the load path from one of the no-load paths is represented by t, a data collection time period T, for which the signal processing unit takes in the output signal from the sensor, satisfies T≥t; characterized in that, the output signal taken in from the sensor in the data collection time period T is subjected to root mean square processing to become analysis data indicating a representative value in the data collection time period T.