An anti-friction bearing assembly including coaxial inner and outer bearing race members, a plurality of cylindrical roller bearing elements between the inner and outer bearing race members, and a snap-in bearing cage for appropriately spacing the bearing elements apart. The bearing cage includes a pair of identically constructed, axially spaced apart bearing cage members each including an annular body portion, a plurality of axially extending and circumferentially spaced apart webs defining therebetween a plurality of bearing element receiving pockets, and a plurality of tab members each extending radially from one of the webs. The tab members are radially flexible to permit insertion of the corresponding cage member into the bearing assembly and thereafter snap back to an unflexed position to retain the corresponding bearing cage in the bearing assembly.