Provided is a sensor mounting structure for a rolling guide device, which enables easy mounting and removal of a sensor of a type among various types with respect to the track rail, the sensor mounting structure including: a sensor holder to be fixed to an end surface of the track rail in a longitudinal direction of the track rail; and a sensor casing to be held on the track rail by the sensor holder, the sensor holder including: a base plate to be fixed to the end surface of the track rail, and a holding plate having one end continuous with the base plate as a fixed end, and another end formed as a free end elastically deformable with respect to the base plate, the holding plate being configured to urge the sensor casing toward the end surface of the track rail by the free end.