A linear motion device includes an inner member and an outer member cooperatively forming a ball circulating path therebetween, a plurality of balls rollably disposed in the ball circulating path, and a plurality of retaining pieces interposed between the balls, wherein the ratio of a ball-to-ball direction force applied to the retaining piece by the balls disposed at the both sides thereof to the elastic displacement of the retaining piece by the force is adjusted to a range of from 0.1 to 10 [N/.mu.m] from 0.1 to 10 [N/.mu.m] by predetermining a bore diameter of a through-hole formed at the central portion of the retaining piece to a range of from 35% to 65% of a diameter of the ball.