A motion guide device is provided with a rolling member connection belt for holding a series of rolling members which circulate in a circulation passage provided with a loaded rolling passage, a non-loaded return passage and a pair of rolling direction changing members connecting the loaded rolling passage and the non-loaded return passage to thereby constitute the circulation passage. The rolling member connection belt is formed from a metal plate member having a corrugated-shape, in section in a longitudinal direction thereof, formed at least to one portion thereof or entire portion thereof in the longitudinal direction, and the corrugated-shape has peak and valley portions each extending in a direction normal to the longitudinal direction of the metal plate member.