A linear guide rail structure includes a guide rail, a dustproof cover, a pressure-exerting plate, and a locking member. The guide rail extends along an axial direction. The guide rail has at least one locking hole extending from a top surface in a height direction perpendicular to the axial direction. The dustproof cover is disposed on the top surface of the guide rail to cover the locking hole. The pressure-exerting plate is disposed on an end portion of the guide rail to press against the dustproof cover. The locking member includes a fastener and at least one pressure-exerting block. The fastener is fixed to the end portion of the guide rail. The pressure-exerting block is locked into the fastener in the height direction to abut against the pressure-exerting plate in the height direction, so that the pressure-exerting plate is pressed against the dustproof cover.