PURPOSE: To provide a lateral deviation preventing mechanism for a guide rail, having remarkably large lateral deviation preventing performance, where it is unnecessary to especially form a step in a machine bed and manufacture a laterally pushing member in fixing a linear guide device.

CONSTITUTION: Recesses 14, 15 facing both a fixing surface of a guide rail 1 itself and a corresponding fixed surface 3 are formed, to be filled with hardenable filling substance 20, followed by solidification. Since the solidified hardenable filling substance is tightly filled between the fixing surface of the guide rail 1 and the fixed surface 3 such as a machine bed, followed by solidification, to function in the same manner as in the case where a key member for preventing relative movement therebetween is driven in, it is possible to prevent lateral deviation.