A slide structure of an exercise machine comprises a slide seat, configured to be movable along an axial direction relative to a slide rail; a roller, rotatably coupled to the slide seat; a dry-running limit slider, having a bushing seat and a dry-running bushing, the dry-running bushing embracing the slide rail on a vertical plane perpendicular to the axial direction. The slide seat moves on the slide rail along the axial direction through the roller to roll along the axial direction, the dry-running limit slider to slide along the axial direction, and the dry-running limit slider to limit the displacement of the slide seat on the vertical plane.