Linear rolling guide has gained wide application in various CNC machines. As a main joint of the machine tools, it makes great impact on the dynamic characteristics of machine tools. It is therefore necessary to study the dynamic behavior of linear rolling guide. And external load is a factor that affects the dynamic characteristics of linear rolling guide. In this paper experimental approach was used with the aim of studying effects of external load on dynamic behavior of linear rolling guide. The experiment contained some modal tests of linear rolling guide ways when they were loaded forces of different sizes.