A linear motion guide device includes a slider slidably attached onto a guide rail, the guide rail includes a number of recesses and the slider includes a number of depressions aligned with the recesses of the guide rail for forming a number of ball rolling passages, the slider includes a number of grooves offset from the depressions, two end caps attached onto the slider and each include a number of passageways communicating with the grooves of the slider and the ball rolling passages for forming a number of endless ball guiding raceways between the slider and the guide rail and the end caps and for slidably receiving and engaging with the ball bearing device.