A rolling member guiding structure installed in the circulation tunnel of a sliding block in a linear transmission mechanism. The guiding structure has a bar shaped part disposed along the inner wall of the circulation tunnel of the sliding block so as to form the inner cavity of the circulation tunnel into a predetermined guiding space thereby guiding the rolling members to circulate along the circulation tunnel heading to a predetermined direction. With this structure, the contact area between the rolling member and the circulation tunnel can be minimized so as to reduce the frictional resistance to the rolling member and smooth the operation of the linear transmission mechanism.