A ball nut includes a nut member having an inner thread formed in a bore for threading with a screw member, the nut member includes a recess and an opening communicating with the bore of the nut member for forming one or more anchoring surfaces. A guiding device includes a shank received in the recess of the nut member, and one or more return channels formed in the shank for aligning with the inner thread of the nut member, and an anchoring bar on one end of the shank and engaged in the opening of the nut member. The anchoring bar has one or more end portions for engaging with the anchoring surface of the nut member and for securing the guiding device to the nut member.