A rolling guide device is capable of facilitating smooth circulation of rolling elements in an endless circulation path, and enhancing the accuracy of motion of a moving member relative to a track member. The moving member includes: a main body member having load rolling surfaces and return paths for the rolling elements; direction change pipes incorporating inner direction change paths and having inner peripheral guide surfaces of outer direction change paths, respectively; and lid members each being mounted on the main body member and having outer peripheral guide surfaces of the outer direction change paths. The main body member has position reference holes formed therein so as to serve as position references for the direction change pipes, respectively, whereas the direction change pipes have positioning protrusions formed thereon so as to be press-fitted into the position reference holes, respectively. Further, the direction change pipes include rotation restriction protruding portions.