In a jacketed active magnetic bearing for a rotary machine having a rotor in contact with a process gas, there is provided a magnetic bearing comprising a bearing armature of laminated magnetic material secured to said rotor, a bearing stator protected by a first jacket of magnetic anti-corrosion material that co-operates with first housing portions to form a first leaktight housing enclosing the bearing stator, the first jacket being made of a ferritic stainless steel, and the first housing portions having insert parts that are also made of ferritic stainless steel, and that are connected by welds to a housing end-wall portion made of a magnetic anti-corrosion material, the laminated magnetic material forming the bearing armature and the detector armature also being a ferritic stainless steel.