A rolling bearing comprises an outer race member, an inner race member concentrically arranged therewith, rolling elements disposed therebetween, and a shield plate attached to a side end of an inner periphery of the outer race member by being caulked or latched. The shield plate is provided with a curled portion which curls outwardly in the axial direction at a stepped portion of a groove formed at a side end of the outer race member, and the shield plate is formed with slits extended toward an outer periphery of the shield plate from portions which are not located at and over the bottom of the curled portion, the number of the slits being more than (nZ.+-.X) inclusive of (nZ.+-.X), where n is a positive integer, Z is the number of balls and X is an integer more than 1.