A linear motion guide unit includes a rail having a raceway groove extending on each longitudinal side surface, and a slider fitting over the rail and movable relative to the rail. The rail includes a first rail member and a second rail member connected to each other in a longitudinal direction at a connecting portion. The first rail member has, at least at one end, a protrusion extending in the longitudinal direction. The second rail member has, at least at one end, a notch to be combined with the protrusion. In the connecting portion, the protrusion of the first rail member is combined with the notch of the second rail member to connect the first rail member and the second rail member. The protrusion and the notch are fixed with a columnar member extending in a direction intersecting the longitudinal direction.