A linear motion guide device has a high rigidity, a good linear motion guiding accuracy, and as little rattling as possible. The linear motion guide device prevents sand, water or other contaminants from entering its actuator main body, and features low maintenance requirement. A linear motion member of the linear motion guide device includes a plurality of axially divided segments. Each of these segments supports a plurality of guided members which make contact with two, mutually paired, guide surfaces of a housing. A preload can be applied between the guide surfaces and the guided member. The housing has a sealed structure, with a pressure inside the housing higher than an external pressure, for preventing external sand and water from entering the housing.