A ball spline device includes a guide rail engaged into a sliding member and having a number of longitudinal channels and recesses aligned with each other for engaging with ball bearing members, a cylindrical member and a deflecting device are engaged between the sliding member and the guide rail, and the cylindrical member and the deflecting device each include a number of curved guiding pathway communicating with each other for forming a number of endless ball guiding passages in the ball spline device and for engaging with ball bearing members, and the cylindrical member includes a number of protrusions each having a slot for receiving a lubricating fluid to lubricate the ball bearing members.