A ball screw with a cooling passage includes a ball screw, a nut and a sealing unit. The nut is provided with the input and output cooling holes parallel to the axis, and the flat surface is provided with the guide groove. A first hole and a second hole are disposed between the guide groove and the input cooling hole and the output cooling hole, respectively, and then a sealing unit seals the guide groove, so as to form the cooling passage. The guide groove, the first hole and the second hole all extend along the axial direction of the nut, and the cooling passage can be formed simply by sealing the guide groove with the sealing unit, which effectively reduces the assembling steps and time, consequently decreasing the assembling cost.