The invention relates to a ball screw device in which a screw shaft and a nut member are threadedly engaged with each other through a number of balls. In such a ball screw device, an inner surface of a cover plate contacting an end surface of a nut main body is provided with a projecting return piece adapted to be fit-engaged with a recess cut in an inner peripheral surface of the nut main body, the return piece being provided with a scoop portion for dislodging the balls from the ball rolling groove of the screw shaft and a direction switching passage for guiding the dislodged balls to the entrance of a ball return hole. The projecting return piece is divided into a first piece formed integral with the cover plate and a second piece fixed to the first piece by a curved plane including the center line of the direction switching passage.