The commonly used guide rail forms of CNC machine tools were analyzed. A rolling-sliding composite guide rail pair taking into account high-speed performance of linear guide rails and high rigidity of steel guide rails was proposed. The structural design and prototype test were completed, and the process methods in the manufacturing process were elaborated. The results of the prototype accuracy and rigidity test show that the high-speed rolling-sliding composite guide rail pair can meet the needs of precision, rigidity and moving speed for moving parts of CNC machine tools at the same time.