A linear motion guide device includes a casing having two beams disposed between two end plates and two side panels of a frame, each beam has a longitudinal slot, two stops are secured to the end plates with latches, and each has a projection engaged with the casing, to anchor the casing in the frame, and each has two indentations communicating with the longitudinal passages of the side panels and the longitudinal slots of the beams of the casing, to form two endless roller-circulation paths, and to receive rotary members. Two pressing members include two ends secured to the stops, and engaged with the rotary members, to retain the stops and the frame together.