An improved linear bearing unit is disclosed which has no reduction in operative performance irrespective of elimination of a conventional retainer. The bearing case of the linear bearing unit contains a plurality of non-loading ball holes and semi-circular deep track grooves whereby an increased contact surface is achieved between the loading balls and track grooves. The upper track grooves involve a right angle therebetween relative to the center of the bearing unit, causing no edge load (referred to as critical load at edge portion) to occur. Further, prestress (or preload) may be applied to loading balls in some of four track grooves.According to another aspect of the invention an outer sleeve is fitted into the bearing case, which contains four track grooves on the inner wall thereof. Side covers (or return plates) firmly secured to both end faces of the bearing case contain annular grooves corresponding to annular projections on both the end faces of the outer sleeve, U-shaped concave portions in alignment with four track grooves thereon which serve for reversing the movement of the loading balls and tongue portions at the innermost end of the side covers.