A motion guide device includes an elongated shaft having a groove formed on an outer peripheral surface, a movable member attached onto the shaft and having a bore for receiving the shaft, a housing attached to the movable member and having a space for receiving a lubricating oil, the housing includes a passage communicative with the bore and the space of the housing for allowing the lubricating oil to flow from the space into the groove of the shaft, and an oil applying member is rotatably engaged in the passage of the housing to carry and to apply or distribute the lubricating oil through the passage of the housing and then into the groove of the elongated shaft.