A linear bearing capable of withstanding the load acting thereon in all of upward, downward, and opposite transverse directions as it rolls along a T-sectioned guide rail. Included is a body of inverted-U-shaped cross section having two opposed pairs of ball raceways formed longitudinally on its inner surfaces, with each pair of raceways vertically spaced from and angled toward each other. A ball return passageway extends longitudinally through the body in the adjacency of each raceway. A pair of end covers fastened to the opposite ends of the body are each segmented into a pair of lateral halves. Each half of each end cover has two hairpin passageways formed in its inside face, each for intercommunicating one raceway and one adjacent return passageway to allow recirculation of a group of antifriction balls therethrough. A pair of cages of W- or Z-shaped cross section extend along the respective pairs of raceways on the body for rollably holding the antifriction balls thereon. The cages are slotted to permit the balls to partly project therethrough for rolling engagement with raceways on the guide rail. The segmented end covers and the separate cages make easier the manufacture thereof to close tolerances.