A rotary gas bearing (20) is described that comprises a first part (24) rotatable relative to a second part (22). The first part (24) comprises a support member (26) and a first portion (30) and a second portion (32) attached to the support member (26). The first portion (30) comprises a first bearing surface (34) and the second portion (32) comprising a second bearing surface (36). Both the first portion (30) and the second portion (32) are attached to the support member (26) by screw thread connections. The second part (22) may comprise complimentary bearing surfaces (38,40). Epoxy may be used to fix the first and/or second portions (30,32) to the support member (26). A method of determining the bearing working gap by measuring gas flow through the bearing is also described.