Linear rolling guide is one of the most essential parts of the NC modern machine tools, and they play a significant supporting and guiding role in machine tools components. Especially, the joint surface between guides has great influence on machine's dynamic characteristics. According to this, in this work, taken the Japanese THK Corporation's SNS35LR rolling guide as specific study object, the finite element model of guide pair has been established with the joint surface influence considered. And by the method of the theoretical analysis with the experimental confirmation combined; the dynamic characteristics of the linear rolling guide pair's were studied relatively. Thus, the theoretical model and the finite element model established in this paper can be confirmed by the experiment. It has been found that the theoretical models established are consistent with the results of experiment. This study results can provide useful guidance for the dynamic analysis and the structure optimization of CNC machine tools, and numerical simulation in engineering and design in the development of such machines with rolling guide used.