In a parallel slider device with a pneumatic linear guide, the stiffness of the mechanical coupling and the air bearing stiffness are prevented from interfering each other such that the parallelism between the two sliders can be maintained at a high precision in a highly reproducible manner. A difference in the slider support stiffness (air bearing stiffness) between a first pneumatic linear guide and a second pneumatic linear guide by varying the sizes of the air gaps and the supply air pressures so that any error in the linearity is accommodated by the changes in the air gap on the side of the linear guide having a lower slider support stiffness in a stable manner.