An oil-conducting apparatus for a linear motion system comprises a first element and a second element, wherein a rolling groove is formed in either lateral surfaces of the second element for reception of a plurality of rolling elements, the oil-conducting apparatus includes an oil tank for storage of lubricant, the oil tank is connected to the guide rolling groove by an oil pipe. At a mid portion of the oil pipe is a compression zone fixed on the first element, the oil pipe is provided with a check valve located at either end of the compression zone, the check valve is to be open toward the oil pipe, the compression zone has a projecting portion that is to be inserted in the rolling groove and pressed by the rolling elements, thus producing pressure in the compression zone and enabling the lubricant to be transported to the rolling passage via the check valve.