PURPOSE: To reduce number of parts and assembling steps by integrating each holder of balls on both sides of a direct acting guide device and guide members on both sides thereof.

CONSTITUTION: A moving block mounted on a guide rail A is composed of end cap parts 10, 11, a center main body part 26, and two cage members 27. The cage member 27 is formed by integrating a ball holder 28 and guide members 29 on both ends thereof. The holder 8 is positioned only by fitting the guide members 29 on both ends of the cage members to cutout pars 28 of the end cap parts 10, 11, and inversion passage of the ball is formed. The number of parts and assembling steps are thus reduced.