A sealed rolling bearing has at least one bearing ring with an end surface extending radially thereabout and supporting a support surface that may be positioned to engage the end surface. At least one annular groove is provided in either the support or end surface, having a groove bottom in which an axially compressible sealing ring is assembled. The sealing ring is axially and circumferentially yielding and is arranged either against a radially inner groove wall inclined to extend radially inwardly the groove bottom, or against a radially outer groove wall inclined to extend radially outwardly to the groove bottom.