A rolling contact bearing assembly includes a cage including two or more arcuate members each having a plurality of pockets defined therein for accommodating a corresponding number of rollers arranged consecutively in a circumferential direction to form a ring shaped assembly. The arcuate members are connected together by a retention ring, having an elasticity, over a circumference of the cage. The arcuate members are displaced radially outwardly against an elastic compressive force of the retention ring such that circumferential gaps are formed at joints between the neighboring arcuate members. The arcuate members are held in a condition movable in the circumferential direction by a distance equal to the size of the circumferential gaps.