A ball screw device includes a screw engaged into a nut member for forming an endless ball guiding passage and for receiving a number of ball bearing members, two end caps are attached to end portions of the nut member and each include a radially and inwardly extended helical bulge for engaging with the helical groove of the screw, and the nut member includes a peripheral protrusion for engaging with the end cap and for preventing the end cap from being moved radially toward the screw and for preventing the screw from being scrapped by the end cap. The end caps each include a peripheral depression for receiving and engaging with the peripheral protrusion of the nut member.