Between two mutually adjoining load balls 5, there is interposed a retaining piece 10 having two concave surfaces 11 which are respectively opposed to the two adjoining load balls 5. The retaining piece 10 has an outside diameter dimension equal to or more than 0.5 times the outside diameter dimension of the load ball 5. Further, the retaining piece 10 has an outside diameter dimension which, when the retaining piece 10 passes through a screw groove circulation passage and a tube circulation passage, prevents the retaining piece 10 from touching the inner walls of these screw groove circulation passage and tube circulation passage, or has an outside diameter dimension which is equal to or less than 0.9 times the outside diameter dimension of the load ball. Accordingly, it is possible to provide a ball screw mechanism which can prevent a retaining piece from interfering with the inner walls of circulation passages to circulate load balls stably to thereby prevent variations in torque as well as prevent the wear of the retaining piece to thereby enhance the durability thereof.