In this paper, we study the left invariant spray geometry on a connected Lie group. Using the technique of invariant frames, we find the ordinary differential equations on the Lie algebra describing for a left invariant spray structure the linearly parallel translations along a geodesic and the nonlinearly parallel translations along a smooth curve. In these equations, the connection operator plays an important role. Using linearly parallel translations, we provide alternative interpretations or proofs for some homogeneous curvature formulae. Concerning the nonlinearly ones, we propose two questions in left invariant spray geometry. One question generalizes Landsberg Problem in Finsler geometry, and the other concerns the restricted holonomy group.