A linear guide, which has at least one approximately U-shaped carriage with side limbs that engage at least partially over a guide rail, at least two recirculating ball shoes for the longitudinally movable support of the carriage with respect to the guide rail and adjusting means for pressing the recirculating ball shoes against the guide rail without play. At least one component is provided which has, in cross-section, at least one wedge-shaped portion, which projects at least partially into a likewise wedge-shaped intermediate space between at least one recirculating ball shoe and one of the side limbs. It is possible to realize reliable and automatic play adjustment which can be realized in a cost-effective manner, with a compact design of the linear guide being maintained.