A guide device is provided in which rolling elements can be assembled into circulation paths in a short time. A slider body is provided with rolling element insertion holes open at positions of a member mounting surface superposed over a return passage. The insertion holes extend in the length directions of leg parts and reach positions which bisect cross-sections of the return passage. The opened shapes of the insertion holes are elongated hole shapes with dimensions in the rolling element movement direction larger than dimensions in the width directions. For this reason, if balls are inserted from the rolling element insertion holes, spaces are formed inside of the return passage visible from the rolling element insertion holes in the rolling element movement direction of the balls. A rod-shaped fixture is inserted into each space to press the balls in the rolling element movement direction of the return passage.