It is known since \cite{Pgroupchunk} that any group definable in an $o$-minimal expansion of the real field can be equipped with a Lie group structure. It is then natural to ask when does a Lie group is Lie isomorphic to a group definable in such expansion. Conversano, Starchenko and the first author answered this question in \cite{COSsolvable} in the case where the group is solvable. We give here a criterion in the case where the group is linear. More precisely if $G$ is a linear Lie group it is isomorphic to a group definable in an $o$-minimal expansion of the reals if and only if its solvable radical is isomorphic to such group.