An oil supply device for a linear guide device, comprising end caps (5) and containers (7) holding a lubricant and arranged adjacent to the end caps (5). Through-holes (16) are formed in the end caps (5) and extend from direction-changing passages (5a) toward the containers (7). Openings communicating with the through-holes (16) of the end caps (5) are formed in the containers (7). The lubricant is supplied to the interior of the direction-changing passages (5a) through the openings in the containers (7) and the through-holes (16) of the end caps (5). Thus, the lubricant can be supplied to the slider while preventing damage to rolling elements and the direction-changing passages of the end caps.