A cage for a rolling bearing is formed of a plurality of cage parts. One of the cage parts is comb shaped, having axially extending cross-pieces adapted to be engaged by another cage piece, which may be a ring. Axially extending projections with enlarged ends are provided on the cage ring, at the inner circumference thereof, engaging correspondingly shaped recesses in the other cage part, thereby to enable snapping of the cage parts together. Recesses or projections are provided on the end of each cross-piece of the comb-shaped part, for engaging corresponding projections or recesses in the side ring of the cage, thereby to stabilize the cage in the circumferential and radial directions.