PURPOSE: To provide a method of manufacturing a linear guide device which can prevent damage to a rust-preventing surface treatment film during manufacturing and a ball-screw.

CONSTITUTION: For example, after finish-grinding load roll rolling grooves 3 formed in the outer surface of a guide rail 1 at predetermined positions, protecting rods 11B formed of magnets are attached to the finished surface, and the guide rail 1 is subjected to rust-preventing surface treatment in a masked condition. The grinding of the rolling grooves 3 which has been conventionally ground after the rust-preventing surface treatment becomes unnecessary, thereby it never damages the surface treatment film.