Let b∈Cn\{0} be a fixed direction. We consider slice holomorphic functions of several complex variables in the unit ball, i.e., we study functions that are analytic in the intersection of every slice {z0+tb:t∈C} with the unit ball Bn={z∈C:|z|:=|z|12+…+|zn|2<1} for any z0∈Bn. For this class of functions, there is introduced a concept of boundedness of L-index in the direction b, where L:Bn→R+ is a positive continuous function such that L(z)>β|b|1−|z|, where β>1 is some constant. For functions from this class, we describe a local behavior of modulus of directional derivatives on every ’circle’ {z+tb:|t|=r/L(z)} with r∈(0;β],t∈C,z∈Cn. It is estimated by the value of the function at the center of the circle. Other propositions concern a connection between the boundedness of L-index in the direction b of the slice holomorphic function F and the boundedness of lz-index of the slice function gz(t)=F(z+tb) with lz(t)=L(z+tb). In addition, we show that every slice holomorphic and joint continuous function in the unit ball has a bounded L-index in direction in any domain compactly embedded in the unit ball and for any continuous function L:Bn→R+.