The invention provides an assembly structure of an insulating rolling bearing. An insulating bearing sleeve of the assembly structure consists of a bearing sleeve and a sleeve ring, wherein an insulating washer is arranged between radial matching surfaces of the bearing sleeve and the sleeve ring, a polyimide film layer is padded between axial matching surfaces of the bearing sleeve and the sleeve ring, an annular groove is formed at a joint seam of the other radial end faces of the bearing sleeve and the sleeve ring, and epoxy resin strips are filled in the groove; and the insulating bearing sleeve is combined with the an end cover through a belleville spring and hex bolts, an insulating washer is arranged between the radial matching surfaces of the insulating bearing sleeve and the end cover, an insulating pipe is sleeved at an axial matched part of the hex bolts and the end cover, and an insulating washer is arranged between the radial matching surfaces of the belleville spring and the end cover. By adoption of the insulating bearing sleeve, and insulating devices are arranged between the insulating bearing sleeve and a radial abutted surface of the end cover, and between a fastening piece of the insulating bearing sleeve and the end cover and an abutted surface of the end cover, the assembly structure disclosed by the invention can reliably block a shaft current path between a bearing assembly and the end cover, and then protect the bearing from electro-corrosion. The assembly structure disclosed by the invention saves the radial space, and is particularly suitable for occasions on which the radial space for bearing assembly is limited.