Abstract: A ball spline bearing assembly comprising an outer ring having a plurality of axial endless ball raceways formed in its inside and projections provided on both of the axial ends corresponding to the axial and circumferential positions of the ball raceways, a shaft fitted therein axially and slidably, balls circulated in the ball raceways, and a ball cage fitted to the inside of the outer ring and having a plurality of axial ball slots each formed corresponding to the ball raceways, each slot having a length equal to the axial distance between the projections provided on the opposing axial ends of the outer ring and a width capable of fitting the projection therein and retaining the balls while partially exposing them. The outer ring has preferably formed at its outer circumferential surface a lubricating groove communicating directly to each of the endless ball raceways.