Ultra-precision measurement and manufacturing need high-precision machines, just as a photolithography machine needs air bearings. In gas lubrication, the use of compound restrictors with recesses has been widely proven to be an effective method to improve stiffness, which directly affects the accuracy of the machine. However, determination of the structural parameters of recesses is lacking in theoretical models. This paper has established a mechanical property model for a small-scale guideway, which can respond to the variation in force caused by micron-level changes in the recesses’ depth. To meet the requirements of high positioning accuracy and movement accuracy, this paper puts forward a high-stiffness guideway without an air tube. In order to improve rotational stiffness and determine the structural parameters of recesses, this paper found a guideway with the optimal gradient depth of recesses. Both AFVM (adaptive finite volume method) research and experimental results show that the gradient depth of recesses could significantly improve the rotational stiffness of guideways without air tubes.