It is desired to form a flange and roller guide surfaces on each retainer of a self-aligning roller bearing easily and with high precision. Each punched retainer include a large-diameter annular portion (1), a small-diameter annular portion (2), a plurality of bridges (3) extending between the annular portions (1) and (2) and defining a plurality of circumferentially separated pockets (4) therebetween, roller guide surfaces (1a) that can be brought into sliding contact with end surfaces of respective convex rollers (5), which revolve around the axis of the bearing, and a flange (6) formed by radially bending the large-diameter annular portion (1). The roller guide surfaces (1a) comprise punched sections formed on the portions of the inner peripheries of the pockets (4) located at the large-diameter annular portion (1), and the flange (6) has a Bent Portion® that extends the entire circumference of the large-diameter annular portion (1). With this arrangement, the roller guide surfaces (1a) can be formed by punching only, which is a essential step. This makes it possible to make uniform the flatness of the back and front surfaces of the flange and its bent angle over the entire circumference thereof.