A linear motion guide device includes a slide having a housing, and two end caps secured to sides of the housing and each including a space aligned with a chamber of the housing, for slidably receiving an elongate track rail. One or more dust shields each includes one end detachably anchored to one of the end caps with such as one or more catches, and the other end detachably anchored to the other end cap with such as one or more latches or fingers, for detachably securing the dust shield to the end caps and the housing without additional fasteners. The end caps and the housing each includes a recess for receiving and seating the dust shield.