A rolling guide apparatus comprises a first slide member and second slide member. The first slide member includes a pair of wing portions and a connecting portion connecting the wing portions. First raceway grooves are formed on the wing portions, individually. Second raceway grooves are formed on the second slide member. Rolling elements are held under a pre-load between the raceway grooves. A residual compression stress region is created on the surface region of the first slide member. A worked portion is formed on the connecting portion. The worked portion serves to adjust the pre-load on the rolling elements by regulating the residual compression stress region by working to deform the connecting portion.