A linear motion guide unit is disclosed, in which components are assembled in a mutually fitting relation with one another into a composite construction. This allows reducing the number of components to cope with a modern tendency of miniaturization of the linear motion guide system. The slider is composed of a carriage, end caps mounted on the fore-and-aft ends of the carriage, and carriage frame. The carriage has on inside surface thereof raceway grooves, while on outside surfaces thereof recesses and return-passage grooves. The end caps have turnarounds therein. The carriage frame includes side panels opposing to the outside surfaces of the carriage and end panels opposing to fore-and-aft end surfaces of the end caps. The side panels are made on the inside surfaces thereof with projections. For assembling the components into an unitary composite construction, the carriage together with the end caps is accommodated and held in the carriage frame by press fit of the projections of the side panels of the carriage frame into the recesses of the carriage.