A ball screw device includes a number of bearing members engaged between a ball nut and a screw shaft, and a warning signal generating device for generating a warning signal when the lubricating oil is not good enough to lubricate the ball nut and the screw shaft or when the lubrication for the balls or the bearing members or between the ball nut and the screw shaft has become fail or when the lubricating oil may not be suitably supplied to the balls or the bearing members or between the ball nut and the screw shaft, such that the users may be aware when the lubricating oil is not suitably filled or supplied into the raceway and may refill the lubricating oil into the raceway right away.