Abstract: The marginal periphery of a locking side of an annular sealing ring is bent along an axial direction of the sealing ring to form a peripheral wall being chamfered at its peripheral edge. An annular sealing groove or grooves for receiving and retaining the annular sealing ring is formed either on an outer race or inner race of a rolling bearing. A retaining surface of the annular sealing groove is formed with a straight or curved profile and extends obliquely away from the central axis of the sealing ring toward the interior of the sealing ring body. Due to this construction, a chamfered portion of the sealing ring easily and resiliently deforms when it is merely pushed into the sealing groove or is tightened further by wedging or caulking, thus, enabling easy and firm assembly of the sealing ring without any appreciable deformation of the outer race or inner race which receives and retains the sealing ring.