In a linear rolling bearing, a plurality of ball circuits are arranged behind one another in peripheral direction around a guide rail. At least one ball circuit comprising a load-bearing section, a returning section and two deflecting sections which connect these load-bearing and returning sections to each other are retained in a segmental cage housing. This is formed by an inner cage part (11) and an outer cage part (12) and comprises a load-bearing raceway element (9) that is fitted into a through-aperture of the outer cage part (12). The balls (8) of the load-bearing section are supported on one side on a raceway of the load-bearing raceway element (9) and project through a slot (14) of the inner cage part (11) to be supported on another side on the guide rail for rolling in the longitudinal direction thereof. According to the invention, each segmental cage housing can be separately inserted and removed in radial direction from a recess of a cage bushing (1) surrounding the guide rail.