A ball spline device includes a shaft engaged into a nut member and having a number of longitudinal channels and recesses aligned with each other for engaging with ball bearing members, the nut member includes a number of grooves, and two deflecting devices are engaged onto the shaft and the nut member and each include a number of curved guiding pathways each having an inlet portion communicating with the recess of the nut member for guiding the ball bearing members into and out of the curved guiding pathways of the deflecting devices, and an outlet portion communicating with the groove of the nut member for guiding the ball bearing members into and out of the grooves of the nut member.