An instrumented rolling bearing, comprising an outer ring and an inner ring having a rolling bearing chamber delimited therebetween. Rolling bodies are positioned in the rolling bearing chamber while being maintained by a rolling bearing cage. The rolling bearing further comprises a measuring device including at least one sensor suitable for measuring at least one operating parameter of the instrumented rolling bearing, the measuring device being at least partially integrated into the rolling bearing chamber bearing cage. The measuring device further comprises at least one cable or antenna that extends along the rolling bearing cage in the rolling bearing chamber. A method for manufacturing one such instrumented rolling bearing is also disclosed.