A centering device for centering a sliding door or window, including a rail; a moving member configured to be movable along the rail; and a plurality of centering rollers fixed to one of the rail and the moving member and spaced along a length thereof corresponding to a direction of movement of the door or window along the rail, the centering rollers abutting against an other of the rail and the moving member to laterally center the moving member with respect to the rail. The centering device can be implemented in a sill, header and jamb.