The present invention relates to a lubricating oil supply system provided in a rolling guide apparatus with which a track shaft and a slide member are engaged through a rolling element such as a ball or a roller, and lubricating a rolling surface of the rolling element formed on the rolling element or the track shaft, and more particularly to an improvement for securely performing a lubrication of the rolling guide apparatus by a simple and inexpensive structure. The lubricating oil supply system comprises a supply member impregnating the lubricating oil, fixed to the slide member and applying the lubricating oil with respect to the rolling surface of the rolling element or the track shaft together with a motion of the slide member, a reservoir tank receiving the lubricating oil and mounted to the movable element, and a supply tube having a fiber entangling element therewithin and introducing the lubricating oil within the reservoir tank to the supply member.