Lubrication for rolling elements are made in a turnaround passage in an end cap to ensure proper and steady lubrication by the lubrication system simple in construction, with accompanying sustainable maintenance-free condition for lubrication. The end cap has an inward end surface facing directly towards the end surface of the carriage of the slider and having a concavity which sinks below the inward end surface and has openings communicating with the turnaround passages. A porous compact impregnated with lubricant is fitted into the concavity in a fashion exposed in part to the turnaround passage through the openings so that the rolling elements rolling through the turnaround passages, as coming into rolling-contact with the parts of the porous compact exposed out of the openings, are applied with the lubricant.