A transmission system with a lubrication device is disclosed. The lubrication device is defined with an accommodation trough and an oil hole. In the accommodation trough is disposed a guiding assembly. The guiding assembly cooperates with the accommodation trough to define an oil storage space for accommodation of lubricating grease. The oil storage space is in communication with the oil hole. A power module is connected to the guiding assembly to drive the guiding assembly at regular intervals to make the lubricating grease overflow to the linear transmission system through the oil hole to perform the lubrication.