A guide device including a guide (1) with one or more guide elements (2) for guiding a rapier bar (3) in a rapier weaving machine, wherein this guide device is provided with an air circuit (5) through which compressed air can flow and which is provided with perforations (7) for cooling the rapier bar (3) by compressed air, and wherein this guide device is provided with a cooling circuit (8) through which coolant can flow for cooling the rapier bar (3) by coolant. In addition, an assembly of a rapier bar (3), drive (4) and such a guide device. Furthermore, a rapier weaving machine including such an assembly.