A ball screw device includes a screw engaged into a nut member for forming an endless ball guiding passage and for receiving bearing members, the nut member includes a thickness reduced barrel for forming a peripheral surface in the nut member, a tubular member is engaged onto the barrel of the nut member, a number of bearing elements are engaged onto the nut member and the tubular member, a sleeve is engaged onto the nut member and includes an inner peripheral protrusion having two curved side surfaces for engaging with the bearing elements and for solidly and stably anchoring and retaining the bearing elements between the sleeve and the tubular member and the nut member.