The pockets (10) of a cage (5) of a radial rolling bearing comprise retention elements on the inner rolling element holding member or on the outer rolling element holding member which retain the rolling elements (6) in contact with an outer raceway or an inner raceway during the mounting operation. In this way, a sag of the cylinder rollers (6) due to the force of gravity is prevented so that a shaft (4) can be pushed into the bearing without any problem.These retention elements have such a filigree and elastically deformable configuration that they are ineffective during the operation of the bearing after a few rotations so that a normal operational clearance is established between the rolling elements (6) and the cage (5).