A linear motion guide apparatus includes a housing having a chamber formed by two side walls for slidably receiving an elongated track rail, one or more endless ball rolling passages are formed in the housing for receiving a number of bearing members, one or more ball retaining devices each include an elongated rod for engaging with the bearing members and for retaining the bearing members to the housing, and a fastening device for fastening the ball retaining device to the housing and to prevent the ball retaining device and the bearing members from being disengaged from the housing. A fastener may be used for fastening each of the end portions of the ball retaining device to the housing.