The invention provides a guide unit in which a slider is provided on a rail. The slider comprises a casing and an end cap provided on one end of the casing. The end cap comprises a raceway path which is constituted jointly by the casing and the rail. A direction changing path is provided in the end cap and a return path is provided in the casing. An oil retaining sleeve of porous structure is inserted into the return path. The slider circulates rolling elements in the raceway path, direction changing path and oil retaining sleeve. In the guide unit, a cylindrical guide member is interposed between the direction changing path of the end cap and the oil retaining sleeve. The ratio of a length in the axis line direction of the guide member to the diameter of the rolling element may be between 0.3 to 3.0.