A bearing for a rolling mill roll that has a roll neck, the bearing including a neck sleeve fitted onto the roll neck, a chock, a bearing bush supported in the chock, and a load-bearing lubricating film provided between the neck sleeve and the bearing bush. The roll neck has a step at a transition to an undercut region that defines part of a keyway groove in an axial end face of the roll neck, a remaining part of the keyway groove being formed in an axial end of the neck sleeve. A feather key is provided in the keyway groove. The feather key and the keyway groove are arranged adjacent to, without passing through, a Rötscher line extending between the step of the roll neck and an outer axial edge of the bearing bush. The feather key has a radial extension that is greater than an axial extension.