The invention provides an external circulation type ball screw device comprising screw shaft and nut having first and second screw grooves. A circulation member comprises first leg, second leg and connection portion. The first leg comprises a first end surface having first inner and outer points, and the second leg comprises a second end surface having second inner and outer points; first and second entrances formed on the first and second end surfaces of circulation passage; first and second thickness respectively provided between the first entrance and the first inner and outer points thereof; the second thickness being greater than the first; the third and fourth thickness respectively provided between the second entrance and the second inner and outer points thereof; the fourth thickness being greater than the third. The groove wall of the second screw groove occupied and the occurrence of broken teeth of the nut are reduced.