Abstract: A rolling bearing includes an outer ring having an inner cylindrical peripheral surface which is stepped at its one end portion to provide a stepped surface portion of a greater diameter extending axially from one end of the outer ring over a given length. A metal shield member includes a cylindrical body which is fixedly press-fitted in that portion of the inner peripheral surface of the outer ring disposed adjacent to the stepped surface portion in such a manner that one end of the cylindrical body of the metal shield member is disposed between the one end of the outer ring and said that portion of the inner peripheral surface in spaced relation to the stepped surface portion. With this construction, when press-fitting the metal shield member in the outer ring, the one end of the cylindrical body of the metal shield member will not be brought into contact with the inner peripheral surface of the outer ring.